+50.4%
EWJ vs INCY
+69.3%
-18.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.4% |
| 7D | +0.3% | -4.2% | +4.5% | +0.8% |
| 30D | +0.8% | +0.6% | +0.2% | +0.7% |
| 3M | +7.5% | +12.6% | -5.1% | +5.5% |
| 6M | +15.6% | +28.3% | -12.7% | +11.1% |
| YTD | +22.7% | +23.0% | -0.2% | +18.5% |
| 1Y | +26.4% | +41.0% | -14.5% | +19.5% |
| 3Y | +72.5% | +88.6% | -16.1% | +54.3% |
| All | +50.4% | +69.3% | -18.9% | +36.2% |
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