+3,660.6%
WMT vs INCY
+6,620.5%
-2,959.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -0.2% | -2.2% | +1.9% | -0.1% |
| 30D | -5.8% | +3.7% | -9.5% | -6.1% |
| 3M | -10.8% | +22.1% | -32.8% | -11.9% |
| 6M | -14.3% | +29.8% | -44.1% | -15.8% |
| YTD | -4.4% | +27.6% | -32.0% | -6.0% |
| 1Y | +4.3% | +47.2% | -42.9% | +1.6% |
| 3Y | +100.1% | +97.0% | +3.1% | +90.4% |
| 5Y | +130.8% | +73.4% | +57.5% | +120.6% |
| 10Y | +433.7% | +59.2% | +374.5% | +403.7% |
| All | +3,660.6% | +6,620.5% | -2,959.9% | +2,512.6% |
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