+2,978.1%
INCY vs MDY
+2,615.3%
+362.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +2.6% |
| 7D | -2.2% | -0.8% | -1.4% | -1.3% |
| 30D | +3.7% | -3.9% | +7.5% | +8.5% |
| 3M | +22.1% | 0.0% | +22.1% | +21.6% |
| 6M | +29.8% | +8.5% | +21.2% | +16.6% |
| YTD | +27.6% | +13.2% | +14.4% | +8.9% |
| 1Y | +47.2% | +15.0% | +32.2% | +22.7% |
| 3Y | +97.0% | +49.6% | +47.4% | +13.2% |
| 5Y | +73.4% | +46.0% | +27.3% | -5.3% |
| 10Y | +59.2% | +176.4% | -117.1% | -70.2% |
| All | +2,978.1% | +2,615.3% | +362.8% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling