+59.2%
INCY vs M
-7.1%
+66.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.6% |
| 7D | -2.2% | -4.1% | +1.9% | -1.9% |
| 30D | +3.7% | -13.6% | +17.3% | +4.8% |
| 3M | +22.1% | -2.3% | +24.3% | +22.2% |
| 6M | +29.8% | +21.9% | +7.9% | +27.6% |
| YTD | +27.6% | -0.6% | +28.2% | +27.2% |
| 1Y | +47.2% | +29.7% | +17.5% | +43.9% |
| 3Y | +97.0% | +107.3% | -10.3% | +83.5% |
| 5Y | +73.4% | +20.5% | +52.9% | +64.4% |
| 10Y | +59.2% | -6.1% | +65.3% | +47.5% |
| All | +59.2% | -7.1% | +66.3% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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