+19.4%
INCY vs WING
-23.2%
+42.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.7% | +0.7% | +4.2% |
| 7D | +5.1% | +21.0% | -15.8% | +4.0% |
| 30D | +7.6% | +56.9% | -49.2% | +4.8% |
| 3M | +1.9% | +38.4% | -36.5% | -0.2% |
| 6M | +26.5% | +12.0% | +14.5% | +25.7% |
| YTD | +24.4% | -29.2% | +53.6% | +31.1% |
| 1Y | +19.4% | -28.8% | +48.2% | +26.7% |
| All | +19.4% | -23.2% | +42.6% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling