+6,620.5%
INCY vs MKC
+1,701.3%
+4,919.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -2.2% | -4.3% | +2.1% | -0.7% |
| 30D | +3.7% | -3.1% | +6.8% | +4.7% |
| 3M | +22.1% | +6.8% | +15.2% | +18.9% |
| 6M | +29.8% | -18.3% | +48.1% | +38.2% |
| YTD | +27.6% | -23.1% | +50.6% | +37.9% |
| 1Y | +47.2% | -23.7% | +70.9% | +59.2% |
| 3Y | +97.0% | -31.0% | +128.0% | +117.1% |
| 5Y | +73.4% | -33.5% | +106.9% | +89.0% |
| 10Y | +59.2% | +30.3% | +29.0% | +27.6% |
| All | +6,620.5% | +1,701.3% | +4,919.3% | +2,700.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling