+41.0%
INCY vs MKC
-23.2%
+64.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -4.2% | -1.5% | -2.7% | -4.0% |
| 30D | +0.6% | -3.1% | +3.7% | +0.9% |
| 3M | +12.6% | +5.2% | +7.5% | +12.0% |
| 6M | +28.3% | -12.8% | +41.1% | +28.9% |
| YTD | +23.0% | -23.3% | +46.3% | +24.6% |
| 1Y | +41.0% | -24.1% | +65.1% | +43.6% |
| All | +41.0% | -23.2% | +64.1% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling