+14.7%
INCY vs WING
+637.4%
-622.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.1% | -2.5% | +3.6% | +1.3% |
| 30D | +8.4% | +29.5% | -21.1% | +5.4% |
| 3M | +0.4% | +40.2% | -39.8% | -3.6% |
| 6M | +22.4% | +32.7% | -10.3% | +17.5% |
| YTD | +22.5% | -32.8% | +55.3% | +25.8% |
| 1Y | +14.8% | -31.7% | +46.5% | +17.5% |
| 3Y | +127.7% | -24.7% | +152.5% | +122.6% |
| 5Y | +84.4% | -0.5% | +84.9% | +67.6% |
| 10Y | +15.7% | +647.5% | -631.7% | -18.7% |
| All | +14.7% | +637.4% | -622.7% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling