+19.0%
EWZ vs INCY
+116.8%
-97.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | -1.5% | -0.6% | -0.9% | -1.4% |
| 30D | -24.5% | +5.5% | -30.0% | -24.9% |
| 3M | -10.7% | +1.1% | -11.8% | -10.8% |
| 6M | -19.1% | +19.8% | -38.9% | -20.8% |
| YTD | +1.6% | +21.1% | -19.5% | -0.9% |
| 1Y | +4.3% | +13.7% | -9.4% | +2.2% |
| 3Y | +19.0% | +119.3% | -100.3% | +8.1% |
| All | +19.0% | +116.8% | -97.8% | +8.1% |
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