+2,991.0%
WMB vs INCY
+6,390.7%
-3,399.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.8% |
| 7D | +8.1% | +3.1% | +5.0% | +7.6% |
| 30D | -6.9% | +12.0% | -18.9% | -8.5% |
| 3M | -5.1% | +0.8% | -5.9% | -5.5% |
| 6M | -5.7% | +22.8% | -28.5% | -9.1% |
| YTD | +18.1% | +23.2% | -5.2% | +13.4% |
| 1Y | +18.4% | +12.4% | +6.0% | +15.1% |
| 3Y | +122.7% | +132.1% | -9.4% | +91.6% |
| 5Y | +202.0% | +85.5% | +116.6% | +167.0% |
| 10Y | +283.8% | +16.4% | +267.3% | +250.0% |
| All | +2,991.0% | +6,390.7% | -3,399.7% | +1,310.0% |
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