+17.2%
WMB vs INCY
+15.3%
+1.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +2.3% |
| 7D | +1.6% | -0.5% | +2.0% | +1.5% |
| 30D | -7.1% | +9.8% | -16.9% | -5.9% |
| 3M | -4.0% | +1.0% | -5.0% | -3.4% |
| 6M | -5.7% | +21.9% | -27.6% | -4.0% |
| YTD | +17.2% | +23.8% | -6.6% | +18.9% |
| 1Y | +17.2% | +13.0% | +4.1% | +19.2% |
| All | +17.2% | +15.3% | +1.8% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling