+82.7%
WULF vs INCY
+54.2%
+28.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +4.0% |
| 7D | +1.4% | -4.2% | +5.6% | +2.2% |
| 30D | -2.6% | +0.6% | -3.2% | -2.8% |
| 3M | -34.0% | +12.6% | -46.6% | -36.0% |
| 6M | +10.0% | +28.3% | -18.3% | +3.6% |
| YTD | +45.7% | +23.0% | +22.7% | +38.2% |
| 1Y | +57.3% | +41.0% | +16.4% | +44.8% |
| 3Y | +878.9% | +88.6% | +790.4% | +751.0% |
| 5Y | -28.3% | +70.8% | -99.1% | -36.8% |
| All | +82.7% | +54.2% | +28.5% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling