+14.7%
FXI vs INCY
+54.2%
-39.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | -3.9% | -4.2% | +0.3% | -3.1% |
| 30D | -2.1% | +0.6% | -2.7% | -2.2% |
| 3M | -0.5% | +12.6% | -13.1% | -2.9% |
| 6M | -4.5% | +28.3% | -32.9% | -9.2% |
| YTD | -9.2% | +23.0% | -32.2% | -13.3% |
| 1Y | -13.8% | +41.0% | -54.7% | -19.9% |
| 3Y | +36.6% | +88.6% | -52.0% | +17.6% |
| 5Y | -6.7% | +70.8% | -77.5% | -18.6% |
| All | +14.7% | +54.2% | -39.5% | -3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling