+1,762.4%
WULF vs INCY
+5,500.4%
-3,738.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.1% |
| 7D | +15.6% | -2.2% | +17.8% | +15.7% |
| 30D | +5.7% | +3.7% | +2.1% | +5.5% |
| 3M | -32.3% | +22.1% | -54.4% | -33.0% |
| 6M | +23.7% | +29.8% | -6.1% | +22.0% |
| YTD | +49.1% | +27.6% | +21.5% | +47.1% |
| 1Y | +66.3% | +47.2% | +19.1% | +62.9% |
| 3Y | +851.7% | +97.0% | +754.7% | +820.4% |
| 5Y | -30.9% | +73.4% | -104.3% | -32.9% |
| 10Y | +86.9% | +59.2% | +27.7% | +80.1% |
| All | +1,762.4% | +5,500.4% | -3,738.1% | +1,210.3% |
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 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