+4,047.9%
WM vs INCY
+6,400.8%
-2,352.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | 0.0% |
| 7D | -0.5% | +1.5% | -2.0% | -0.6% |
| 30D | +13.3% | +8.1% | +5.2% | +12.6% |
| 3M | +4.4% | +1.1% | +3.3% | +4.2% |
| 6M | +10.8% | +23.7% | -12.8% | +8.9% |
| YTD | +9.1% | +23.4% | -14.3% | +7.0% |
| 1Y | +19.1% | +15.0% | +4.1% | +17.4% |
| 3Y | +45.7% | +132.1% | -86.4% | +35.2% |
| 5Y | +60.4% | +83.2% | -22.8% | +51.1% |
| 10Y | +328.7% | +17.1% | +311.7% | +307.9% |
| All | +4,047.9% | +6,400.8% | -2,352.9% | +2,195.5% |
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