+6,421.1%
INCY vs M
+389.6%
+6,031.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.9% |
| 7D | -0.5% | -3.3% | +2.8% | +0.2% |
| 30D | +9.8% | +8.1% | +1.7% | +7.5% |
| 3M | +1.0% | +2.2% | -1.2% | 0.0% |
| 6M | +21.9% | +35.1% | -13.2% | +12.0% |
| YTD | +23.8% | +15.8% | +8.0% | +17.5% |
| 1Y | +13.0% | +25.8% | -12.8% | +4.8% |
| 3Y | +133.2% | +156.2% | -23.1% | +68.9% |
| 5Y | +87.8% | -2.4% | +90.1% | +60.3% |
| 10Y | +17.0% | -7.1% | +24.1% | -22.2% |
| All | +6,421.1% | +389.6% | +6,031.5% | +2,157.4% |
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 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