+5,933.7%
WPM vs INCY
+1,496.9%
+4,436.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.3% |
| 7D | +7.0% | -0.5% | +7.5% | +7.1% |
| 30D | +15.7% | +3.2% | +12.5% | +15.3% |
| 3M | +35.2% | +23.6% | +11.6% | +30.9% |
| 6M | +6.1% | +29.7% | -23.6% | +1.9% |
| YTD | +32.6% | +25.9% | +6.6% | +27.7% |
| 1Y | +46.9% | +43.7% | +3.2% | +38.6% |
| 3Y | +276.3% | +94.4% | +181.9% | +234.5% |
| 5Y | +260.0% | +68.0% | +192.0% | +224.4% |
| 10Y | +508.5% | +52.5% | +456.0% | +428.0% |
| All | +5,933.7% | +1,496.9% | +4,436.8% | +2,318.2% |
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