+352.2%
EWZ vs INCY
+155.1%
+197.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | +1.3% | +2.3% | -1.0% | +0.9% |
| 30D | -26.2% | +6.7% | -32.8% | -27.0% |
| 3M | -8.6% | -1.0% | -7.6% | -8.6% |
| 6M | -17.0% | +22.1% | -39.1% | -20.5% |
| YTD | +2.2% | +21.8% | -19.6% | -2.3% |
| 1Y | +2.7% | +13.5% | -10.8% | -0.6% |
| 3Y | +18.2% | +129.4% | -111.2% | -1.7% |
| 5Y | +56.0% | +84.0% | -28.0% | +34.2% |
| 10Y | +60.8% | +14.9% | +45.9% | +43.5% |
| All | +352.2% | +155.1% | +197.1% | +101.8% |
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 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