+878.9%
WULF vs INCY
+89.7%
+789.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +4.3% |
| 7D | +1.4% | -4.2% | +5.6% | +2.9% |
| 30D | -2.6% | +0.6% | -3.2% | -3.0% |
| 3M | -34.0% | +12.6% | -46.6% | -38.3% |
| 6M | +10.0% | +28.3% | -18.3% | -4.0% |
| YTD | +45.7% | +23.0% | +22.7% | +28.7% |
| 1Y | +57.3% | +41.0% | +16.4% | +27.6% |
| 3Y | +878.9% | +88.6% | +790.4% | +505.8% |
| All | +878.9% | +89.7% | +789.2% | +505.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling