+6,660.0%
INCY vs M
+350.3%
+6,309.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.6% |
| 7D | +1.9% | +4.7% | -2.8% | +0.7% |
| 30D | +5.8% | -9.6% | +15.4% | +8.4% |
| 3M | +25.2% | +0.9% | +24.3% | +24.4% |
| 6M | +28.2% | +22.3% | +5.9% | +21.0% |
| YTD | +28.3% | +6.5% | +21.8% | +24.8% |
| 1Y | +48.3% | +38.8% | +9.6% | +34.6% |
| 3Y | +95.9% | +115.9% | -20.0% | +48.4% |
| 5Y | +66.6% | +28.6% | +37.9% | +30.2% |
| 10Y | +54.5% | -2.5% | +57.1% | -0.2% |
| All | +6,660.0% | +350.3% | +6,309.7% | +2,298.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling