+51.9%
INCY vs WING
+379.2%
-327.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -3.7% | +0.2% | -3.9% | -3.7% |
| 30D | +1.8% | -0.5% | +2.3% | +1.7% |
| 3M | +17.0% | -23.9% | +40.8% | +19.6% |
| 6M | +28.4% | -48.9% | +77.3% | +36.5% |
| YTD | +24.8% | -53.3% | +78.2% | +33.4% |
| 1Y | +42.9% | -60.3% | +103.2% | +54.9% |
| 3Y | +92.7% | -30.1% | +122.8% | +88.8% |
| 5Y | +73.3% | -36.2% | +109.5% | +65.1% |
| All | +51.9% | +379.2% | -327.3% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling