+387.6%
EFA vs INCY
+589.0%
-201.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | -0.5% | -2.2% | +1.7% | -0.2% |
| 30D | -1.3% | +3.7% | -5.0% | -1.9% |
| 3M | +5.2% | +22.1% | -16.9% | +1.9% |
| 6M | +9.4% | +29.8% | -20.4% | +4.9% |
| YTD | +12.7% | +27.6% | -14.9% | +8.2% |
| 1Y | +19.3% | +47.2% | -27.9% | +11.9% |
| 3Y | +66.3% | +97.0% | -30.6% | +47.5% |
| 5Y | +53.4% | +73.4% | -20.0% | +37.6% |
| 10Y | +144.4% | +59.2% | +85.2% | +112.5% |
| All | +387.6% | +589.0% | -201.4% | +148.1% |
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 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