+326.4%
WM vs INCY
+14.6%
+311.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +1.2% | +2.3% | -1.1% | +0.9% |
| 30D | +13.7% | +6.7% | +7.0% | +12.8% |
| 3M | +5.2% | -1.0% | +6.2% | +5.2% |
| 6M | +11.2% | +22.1% | -10.9% | +8.4% |
| YTD | +9.4% | +21.8% | -12.4% | +6.4% |
| 1Y | +20.4% | +13.5% | +6.9% | +17.9% |
| 3Y | +44.7% | +129.4% | -84.7% | +28.4% |
| 5Y | +58.5% | +84.0% | -25.5% | +43.6% |
| 10Y | +326.4% | +14.9% | +311.5% | +288.1% |
| All | +326.4% | +14.6% | +311.8% | +288.1% |
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