-22.1%
WULF vs INCY
+20.6%
-42.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.5% | -11.1% | -6.0% |
| 7D | -12.8% | +5.1% | -17.9% | -12.1% |
| 30D | -20.9% | +7.6% | -28.5% | -20.0% |
| 3M | -38.0% | +1.9% | -39.9% | -37.3% |
| 6M | -47.5% | +26.5% | -74.0% | -49.1% |
| YTD | +1.8% | +24.4% | -22.6% | -2.4% |
| 1Y | -22.1% | +19.4% | -41.4% | -23.4% |
| All | -22.1% | +20.6% | -42.7% | -23.4% |
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