+84.0%
INCY vs M
+0.1%
+83.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +2.3% | +5.0% | -2.7% | +1.6% |
| 30D | +6.7% | +10.6% | -4.0% | +5.3% |
| 3M | -1.0% | +1.6% | -2.6% | -1.4% |
| 6M | +22.1% | +30.8% | -8.8% | +17.7% |
| YTD | +21.8% | +16.9% | +4.9% | +18.7% |
| 1Y | +13.5% | +26.3% | -12.7% | +9.6% |
| 3Y | +129.4% | +158.6% | -29.2% | +98.4% |
| 5Y | +84.0% | +2.1% | +81.9% | +68.6% |
| All | +84.0% | +0.1% | +83.9% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling