+67.7%
INCY vs MKC
-33.0%
+100.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -4.2% | -1.5% | -2.7% | -3.9% |
| 30D | +0.6% | -3.1% | +3.7% | +1.0% |
| 3M | +12.6% | +5.2% | +7.5% | +11.6% |
| 6M | +28.3% | -12.8% | +41.1% | +30.6% |
| YTD | +23.0% | -23.3% | +46.3% | +27.5% |
| 1Y | +41.0% | -24.1% | +65.1% | +46.2% |
| 3Y | +88.6% | -32.1% | +120.7% | +97.2% |
| All | +67.7% | -33.0% | +100.7% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling