+2,967.8%
WMB vs INCY
+6,421.1%
-3,453.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +1.9% |
| 7D | +1.6% | -0.5% | +2.0% | +1.7% |
| 30D | -7.1% | +9.8% | -16.9% | -8.5% |
| 3M | -4.0% | +1.0% | -5.0% | -4.4% |
| 6M | -5.7% | +21.9% | -27.6% | -9.0% |
| YTD | +17.2% | +23.8% | -6.6% | +12.4% |
| 1Y | +17.2% | +13.0% | +4.1% | +13.8% |
| 3Y | +121.1% | +133.2% | -12.1% | +90.0% |
| 5Y | +197.2% | +87.8% | +109.4% | +162.2% |
| 10Y | +280.9% | +17.0% | +263.9% | +247.1% |
| All | +2,967.8% | +6,421.1% | -3,453.2% | +1,298.5% |
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