+856.1%
EEM vs INCY
+4,507.4%
-3,651.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.6% |
| 7D | +3.1% | -0.5% | +3.6% | +3.2% |
| 30D | +4.9% | +3.2% | +1.7% | +4.2% |
| 3M | +5.2% | +23.6% | -18.4% | +0.3% |
| 6M | +20.7% | +29.7% | -9.0% | +13.8% |
| YTD | +26.5% | +25.9% | +0.5% | +19.7% |
| 1Y | +37.8% | +43.7% | -5.9% | +26.6% |
| 3Y | +91.0% | +94.4% | -3.5% | +61.5% |
| 5Y | +47.0% | +68.0% | -20.9% | +26.6% |
| 10Y | +125.6% | +52.5% | +73.0% | +86.0% |
| All | +856.1% | +4,507.4% | -3,651.3% | +199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling