+64.8%
EFA vs INCY
+89.7%
-24.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | -1.5% | -4.2% | +2.6% | -1.1% |
| 30D | -1.7% | +0.6% | -2.2% | -1.7% |
| 3M | +3.5% | +12.6% | -9.2% | +2.0% |
| 6M | +9.5% | +28.3% | -18.9% | +6.2% |
| YTD | +12.9% | +23.0% | -10.1% | +9.8% |
| 1Y | +18.2% | +41.0% | -22.8% | +13.3% |
| 3Y | +64.8% | +88.6% | -23.8% | +49.1% |
| All | +64.8% | +89.7% | -24.9% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling