+92.6%
EWZ vs INCY
+56.1%
+36.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | -0.1% | -2.2% | +2.1% | +0.4% |
| 30D | +8.2% | +3.7% | +4.5% | +7.4% |
| 3M | +13.3% | +22.1% | -8.8% | +8.7% |
| 6M | +3.6% | +29.8% | -26.2% | -1.9% |
| YTD | +21.0% | +27.6% | -6.6% | +14.6% |
| 1Y | +34.7% | +47.2% | -12.5% | +23.6% |
| 3Y | +48.3% | +97.0% | -48.7% | +25.7% |
| 5Y | +60.1% | +73.4% | -13.3% | +37.9% |
| 10Y | +92.6% | +59.2% | +33.3% | +41.4% |
| All | +92.6% | +56.1% | +36.4% | +41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling