+67.7%
INCY vs MKTX
-60.5%
+128.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -4.2% | -0.2% | -3.9% | -4.2% |
| 30D | +0.6% | +0.7% | -0.1% | +0.5% |
| 3M | +12.6% | +40.8% | -28.1% | +10.3% |
| 6M | +28.3% | -8.0% | +36.3% | +29.5% |
| YTD | +23.0% | -8.7% | +31.7% | +24.1% |
| 1Y | +41.0% | -11.8% | +52.8% | +42.6% |
| 3Y | +88.6% | -24.0% | +112.6% | +90.4% |
| All | +67.7% | -60.5% | +128.1% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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