+46.2%
WM vs INCY
+116.8%
-70.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.2% |
| 7D | +1.2% | -0.6% | +1.8% | +1.2% |
| 30D | +13.1% | +5.5% | +7.6% | +12.4% |
| 3M | +3.6% | +1.1% | +2.5% | +3.4% |
| 6M | +8.1% | +19.8% | -11.8% | +6.1% |
| YTD | +8.9% | +21.1% | -12.2% | +6.6% |
| 1Y | +20.3% | +13.7% | +6.6% | +18.4% |
| 3Y | +46.2% | +119.3% | -73.1% | +32.6% |
| All | +46.2% | +116.8% | -70.6% | +32.6% |
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