+67.6%
EWZ vs INCY
+67.2%
+0.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.8% | +2.3% |
| 7D | +5.6% | -0.5% | +6.1% | +5.7% |
| 30D | +9.3% | +3.2% | +6.1% | +8.8% |
| 3M | +15.7% | +23.6% | -7.9% | +11.8% |
| 6M | +7.4% | +29.7% | -22.2% | +2.9% |
| YTD | +22.7% | +25.9% | -3.3% | +17.8% |
| 1Y | +36.4% | +43.7% | -7.3% | +28.0% |
| 3Y | +50.4% | +94.4% | -44.0% | +31.8% |
| 5Y | +67.6% | +68.0% | -0.3% | +47.8% |
| All | +67.6% | +67.2% | +0.5% | +47.8% |
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 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