+120.7%
WMB vs INCY
+134.7%
-14.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +2.1% |
| 7D | +1.6% | -0.5% | +2.0% | +1.6% |
| 30D | -7.1% | +9.8% | -16.9% | -7.3% |
| 3M | -4.0% | +1.0% | -5.0% | -4.0% |
| 6M | -5.7% | +21.9% | -27.6% | -6.8% |
| YTD | +17.2% | +23.8% | -6.6% | +15.3% |
| 1Y | +17.2% | +13.0% | +4.1% | +16.3% |
| All | +120.7% | +134.7% | -14.0% | +112.1% |
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 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