+209.9%
FXI vs INCY
+1,191.1%
-981.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.6% |
| 7D | -2.8% | -2.2% | -0.6% | -2.3% |
| 30D | -5.3% | +3.7% | -9.0% | -6.1% |
| 3M | +0.3% | +22.1% | -21.7% | -4.4% |
| 6M | -4.6% | +29.8% | -34.4% | -10.6% |
| YTD | -9.1% | +27.6% | -36.7% | -14.7% |
| 1Y | -12.0% | +47.2% | -59.2% | -20.3% |
| 3Y | +38.6% | +97.0% | -58.3% | +14.8% |
| 5Y | -6.6% | +73.4% | -79.9% | -21.2% |
| 10Y | +15.0% | +59.2% | -44.2% | -8.1% |
| All | +209.9% | +1,191.1% | -981.2% | -7.4% |
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