+3,176.8%
WMB vs INCY
+6,660.0%
-3,483.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +0.6% | +1.9% | -1.3% | +0.3% |
| 30D | +3.3% | +5.8% | -2.5% | +2.3% |
| 3M | +3.1% | +25.2% | -22.1% | -0.5% |
| 6M | -0.7% | +28.2% | -28.9% | -4.7% |
| YTD | +25.2% | +28.3% | -3.2% | +19.7% |
| 1Y | +32.9% | +48.3% | -15.5% | +24.1% |
| 3Y | +140.6% | +95.9% | +44.6% | +112.6% |
| 5Y | +273.5% | +66.6% | +206.9% | +235.4% |
| 10Y | +334.2% | +54.5% | +279.7% | +280.2% |
| All | +3,176.8% | +6,660.0% | -3,483.2% | +1,389.0% |
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