+50.2%
INCY vs WOLF
+51.6%
-1.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.1% |
| 7D | -2.2% | +2.4% | -4.6% | -2.1% |
| 30D | +3.7% | -6.9% | +10.6% | +3.6% |
| 3M | +22.1% | -44.1% | +66.1% | +21.0% |
| 6M | +29.8% | +53.6% | -23.8% | +29.3% |
| YTD | +27.6% | +56.7% | -29.1% | +28.0% |
| All | +50.2% | +51.6% | -1.3% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 3y: compounded portfolio wealth divided by compounded WOLF 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…
3y analysis · Full analysis span regression · 6 months rolling