+148.7%
EWY vs INCY
+69.3%
+79.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.7% | +3.5% |
| 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% | -7.4% |
| 6M | +42.1% | +28.3% | +13.7% | +35.3% |
| YTD | +94.1% | +23.0% | +71.1% | +86.1% |
| 1Y | +147.8% | +41.0% | +106.9% | +132.3% |
| 3Y | +222.9% | +88.6% | +134.3% | +185.4% |
| All | +148.7% | +69.3% | +79.5% | +122.6% |
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