+4,041.8%
WM vs INCY
+6,281.3%
-2,239.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.6% |
| 3M | +3.6% | +1.1% | +2.5% | +3.5% |
| 6M | +8.1% | +19.8% | -11.8% | +6.4% |
| YTD | +8.9% | +21.1% | -12.2% | +7.0% |
| 1Y | +20.3% | +13.7% | +6.6% | +18.7% |
| 3Y | +46.2% | +119.3% | -73.1% | +36.3% |
| 5Y | +59.9% | +76.3% | -16.4% | +51.0% |
| 10Y | +345.6% | +36.6% | +308.9% | +319.1% |
| All | +4,041.8% | +6,281.3% | -2,239.6% | +2,195.3% |
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