+73.4%
INCY vs WING
-33.6%
+107.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | -2.2% | -2.3% | +0.1% | -2.0% |
| 30D | +3.7% | -5.6% | +9.3% | +4.0% |
| 3M | +22.1% | -22.9% | +45.0% | +24.2% |
| 6M | +29.8% | -50.4% | +80.2% | +36.9% |
| YTD | +27.6% | -53.3% | +80.9% | +34.9% |
| 1Y | +47.2% | -61.2% | +108.4% | +57.8% |
| 3Y | +97.0% | -30.1% | +127.0% | +92.5% |
| 5Y | +73.4% | -35.0% | +108.4% | +53.2% |
| All | +73.4% | -33.6% | +107.0% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling