+135.9%
WMT vs INCY
+69.3%
+66.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | 0.0% | -4.2% | +4.2% | +0.4% |
| 30D | -7.4% | +0.6% | -8.0% | -7.5% |
| 3M | -10.9% | +12.6% | -23.5% | -12.0% |
| 6M | -12.7% | +28.3% | -41.0% | -15.0% |
| YTD | -3.2% | +23.0% | -26.2% | -5.4% |
| 1Y | +5.3% | +41.0% | -35.7% | +1.5% |
| 3Y | +101.9% | +88.6% | +13.3% | +86.3% |
| All | +135.9% | +69.3% | +66.6% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling