+149.0%
WMB vs INCY
+95.0%
+54.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.1% | +2.4% |
| 7D | +0.8% | -0.5% | +1.3% | +0.8% |
| 30D | +7.7% | +3.2% | +4.5% | +7.5% |
| 3M | +6.7% | +23.6% | -16.9% | +5.2% |
| 6M | +3.6% | +29.7% | -26.0% | +1.8% |
| YTD | +28.0% | +25.9% | +2.0% | +25.6% |
| 1Y | +37.6% | +43.7% | -6.1% | +33.0% |
| 3Y | +149.0% | +94.4% | +54.6% | +134.7% |
| All | +149.0% | +95.0% | +54.1% | +134.7% |
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