+91.4%
INCY vs MKC
-31.7%
+123.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.0% |
| 7D | -3.7% | -2.8% | -0.9% | -3.2% |
| 30D | +1.8% | -3.4% | +5.2% | +2.4% |
| 3M | +17.0% | +3.8% | +13.2% | +16.0% |
| 6M | +28.4% | -17.9% | +46.3% | +32.6% |
| YTD | +24.8% | -23.6% | +48.4% | +30.5% |
| 1Y | +42.9% | -23.1% | +66.0% | +48.9% |
| All | +91.4% | -31.7% | +123.1% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling