+295.4%
WMB vs INCY
+56.5%
+238.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.7% |
| 7D | -1.7% | -3.7% | +2.0% | -1.0% |
| 30D | +0.7% | +1.8% | -1.1% | +0.3% |
| 3M | +1.5% | +17.0% | -15.5% | -1.8% |
| 6M | +0.1% | +28.4% | -28.3% | -5.1% |
| YTD | +22.9% | +24.8% | -1.9% | +16.7% |
| 1Y | +27.9% | +42.9% | -15.1% | +17.7% |
| 3Y | +139.1% | +92.7% | +46.5% | +102.5% |
| 5Y | +270.9% | +73.3% | +197.6% | +217.6% |
| All | +295.4% | +56.5% | +238.9% | +207.1% |
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