+91.4%
INCY vs MDY
+47.3%
+44.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -1.7% |
| 7D | -3.7% | -2.5% | -1.2% | -2.3% |
| 30D | +1.8% | -5.0% | +6.9% | +4.7% |
| 3M | +17.0% | +0.5% | +16.5% | +16.5% |
| 6M | +28.4% | +8.0% | +20.4% | +22.6% |
| YTD | +24.8% | +12.2% | +12.7% | +16.9% |
| 1Y | +42.9% | +14.0% | +28.9% | +32.6% |
| All | +91.4% | +47.3% | +44.1% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling