+45.0%
EEM vs INCY
+69.3%
-24.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.4% |
| 7D | -1.3% | -4.2% | +2.9% | -0.7% |
| 30D | +2.1% | +0.6% | +1.5% | +2.0% |
| 3M | +1.0% | +12.6% | -11.6% | -0.8% |
| 6M | +15.9% | +28.3% | -12.4% | +11.6% |
| YTD | +24.6% | +23.0% | +1.7% | +20.5% |
| 1Y | +32.3% | +41.0% | -8.7% | +25.3% |
| 3Y | +85.9% | +88.6% | -2.7% | +66.1% |
| All | +45.0% | +69.3% | -24.3% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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