+49.5%
EWZ vs INCY
+100.4%
-50.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +6.5% | +1.9% | +4.6% | +6.3% |
| 30D | +4.8% | +5.8% | -1.0% | +4.2% |
| 3M | +9.9% | +25.2% | -15.3% | +7.1% |
| 6M | +1.9% | +28.2% | -26.3% | -1.1% |
| YTD | +20.3% | +28.3% | -8.0% | +16.6% |
| 1Y | +35.6% | +48.3% | -12.7% | +29.2% |
| All | +49.5% | +100.4% | -50.8% | +33.5% |
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