+49.7%
INCY vs MDY
+177.2%
-127.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.9% |
| 7D | -4.2% | -1.9% | -2.3% | -3.2% |
| 30D | +0.6% | -4.6% | +5.2% | +3.2% |
| 3M | +12.6% | -1.2% | +13.9% | +13.3% |
| 6M | +28.3% | +9.2% | +19.1% | +21.9% |
| YTD | +23.0% | +13.1% | +9.9% | +14.7% |
| 1Y | +41.0% | +13.0% | +28.0% | +31.4% |
| 3Y | +88.6% | +49.2% | +39.4% | +49.5% |
| 5Y | +70.8% | +47.2% | +23.6% | +33.9% |
| All | +49.7% | +177.2% | -127.5% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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