+432.5%
EWZ vs INCY
+168.8%
+263.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +6.5% | +1.9% | +4.6% | +6.1% |
| 30D | +4.8% | +5.8% | -1.0% | +3.7% |
| 3M | +9.9% | +25.2% | -15.3% | +5.1% |
| 6M | +1.9% | +28.2% | -26.3% | -3.1% |
| YTD | +20.3% | +28.3% | -8.0% | +14.1% |
| 1Y | +35.6% | +48.3% | -12.7% | +24.8% |
| 3Y | +43.4% | +95.9% | -52.5% | +23.0% |
| 5Y | +55.9% | +66.6% | -10.6% | +36.5% |
| 10Y | +84.2% | +54.5% | +29.6% | +55.2% |
| All | +432.5% | +168.8% | +263.8% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling