+152.2%
EWJ vs INCY
+1,427.4%
-1,275.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | +1.0% | -2.2% | +3.2% | +1.2% |
| 30D | +1.0% | +3.7% | -2.7% | +0.6% |
| 3M | +7.2% | +22.1% | -14.8% | +5.1% |
| 6M | +13.9% | +29.8% | -15.9% | +10.9% |
| YTD | +20.8% | +27.6% | -6.8% | +17.7% |
| 1Y | +26.4% | +47.2% | -20.8% | +21.4% |
| 3Y | +71.8% | +97.0% | -25.2% | +59.3% |
| 5Y | +49.9% | +73.4% | -23.5% | +39.9% |
| 10Y | +140.0% | +59.2% | +80.7% | +119.8% |
| All | +152.2% | +1,427.4% | -1,275.1% | +46.7% |
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