+44.2%
WPM vs INCY
+41.2%
+2.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.5% | +2.3% |
| 7D | -0.6% | -4.2% | +3.6% | 0.0% |
| 30D | +14.4% | +0.6% | +13.8% | +14.6% |
| 3M | +37.0% | +12.6% | +24.3% | +35.8% |
| 6M | +4.1% | +28.3% | -24.2% | +0.9% |
| YTD | +31.7% | +23.0% | +8.7% | +26.7% |
| 1Y | +44.2% | +41.0% | +3.2% | +39.0% |
| All | +44.2% | +41.2% | +2.9% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling