+47.2%
INCY vs M
+30.1%
+17.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +2.2% |
| 7D | -2.2% | -4.1% | +1.9% | -1.4% |
| 30D | +3.7% | -13.6% | +17.3% | +6.9% |
| 3M | +22.1% | -2.3% | +24.3% | +22.2% |
| 6M | +29.8% | +21.9% | +7.9% | +23.3% |
| YTD | +27.6% | -0.6% | +28.2% | +25.9% |
| 1Y | +47.2% | +29.7% | +17.5% | +35.4% |
| All | +47.2% | +30.1% | +17.1% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling