+3,435.0%
WFC vs INCY
+6,351.7%
-2,916.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +2.5% | +1.1% | +1.4% | +2.4% |
| 30D | +7.0% | +8.4% | -1.4% | +5.9% |
| 3M | -1.8% | +0.4% | -2.1% | -1.9% |
| 6M | +18.4% | +22.4% | -4.0% | +15.1% |
| YTD | -5.6% | +22.5% | -28.1% | -8.4% |
| 1Y | +3.9% | +14.8% | -10.9% | +1.5% |
| 3Y | +126.3% | +127.7% | -1.4% | +101.6% |
| 5Y | +91.1% | +84.4% | +6.7% | +74.2% |
| 10Y | +118.5% | +15.7% | +102.8% | +103.0% |
| All | +3,435.0% | +6,351.7% | -2,916.8% | +1,662.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling