+67.7%
INCY vs MTB
+104.1%
-36.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | +0.6% | -4.8% | +5.4% | +1.6% |
| 3M | +12.6% | +6.0% | +6.7% | +11.2% |
| 6M | +28.3% | +19.6% | +8.7% | +23.4% |
| YTD | +23.0% | +21.5% | +1.5% | +17.7% |
| 1Y | +41.0% | +24.7% | +16.3% | +34.1% |
| 3Y | +88.6% | +108.6% | -20.0% | +62.6% |
| All | +67.7% | +104.1% | -36.5% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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