+67.7%
INCY vs MDY
+46.3%
+21.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.9% |
| 7D | -4.2% | -1.9% | -2.3% | -3.3% |
| 30D | +0.6% | -4.6% | +5.2% | +3.0% |
| 3M | +12.6% | -1.2% | +13.9% | +13.2% |
| 6M | +28.3% | +9.2% | +19.1% | +22.5% |
| YTD | +23.0% | +13.1% | +9.9% | +15.5% |
| 1Y | +41.0% | +13.0% | +28.0% | +32.4% |
| 3Y | +88.6% | +49.2% | +39.4% | +54.6% |
| All | +67.7% | +46.3% | +21.4% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling