+50.3%
EWZ vs INCY
+27.4%
+22.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.6% |
| 7D | +1.4% | +1.5% | -0.1% | +1.1% |
| 30D | -25.1% | +8.1% | -33.2% | -26.2% |
| 3M | -7.7% | +1.1% | -8.8% | -8.0% |
| 6M | -15.8% | +23.7% | -39.5% | -19.7% |
| YTD | +3.6% | +23.4% | -19.8% | -1.4% |
| 1Y | +5.5% | +15.0% | -9.5% | +1.6% |
| 3Y | +22.1% | +132.1% | -110.0% | -0.7% |
| 5Y | +58.3% | +83.2% | -24.9% | +34.6% |
| 10Y | +50.3% | +17.1% | +33.2% | +25.8% |
| All | +50.3% | +27.4% | +22.9% | +25.8% |
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