+324.1%
WM vs INCY
+16.6%
+307.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.0% |
| 7D | +0.8% | -0.5% | +1.2% | +0.8% |
| 30D | +13.8% | +9.8% | +4.0% | +12.5% |
| 3M | +6.4% | +1.0% | +5.4% | +6.1% |
| 6M | +13.2% | +21.9% | -8.7% | +10.3% |
| YTD | +10.8% | +23.8% | -13.0% | +7.5% |
| 1Y | +20.2% | +13.0% | +7.1% | +17.8% |
| 3Y | +46.5% | +133.2% | -86.7% | +29.7% |
| 5Y | +61.3% | +87.8% | -26.5% | +45.8% |
| All | +324.1% | +16.6% | +307.5% | +284.9% |
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