+222.9%
EWY vs INCY
+89.7%
+133.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.7% | +3.4% |
| 7D | -0.1% | -4.2% | +4.1% | +0.5% |
| 30D | +7.3% | +0.6% | +6.7% | +7.2% |
| 3M | -5.1% | +12.6% | -17.8% | -7.2% |
| 6M | +42.1% | +28.3% | +13.7% | +35.5% |
| YTD | +94.1% | +23.0% | +71.1% | +86.4% |
| 1Y | +147.8% | +41.0% | +106.9% | +133.3% |
| 3Y | +222.9% | +88.6% | +134.3% | +179.5% |
| All | +222.9% | +89.7% | +133.2% | +179.5% |
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 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