+49.7%
INCY vs MTCH
+208.0%
-158.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.8% | -1.7% |
| 7D | -4.2% | +1.3% | -5.4% | -4.4% |
| 30D | +0.6% | +15.9% | -15.3% | -1.8% |
| 3M | +12.6% | +23.3% | -10.6% | +8.8% |
| 6M | +28.3% | +40.1% | -11.8% | +21.4% |
| YTD | +23.0% | +33.6% | -10.6% | +17.0% |
| 1Y | +41.0% | +14.1% | +26.9% | +37.3% |
| 3Y | +88.6% | +1.4% | +87.2% | +83.2% |
| 5Y | +70.8% | -73.1% | +143.9% | +98.1% |
| All | +49.7% | +208.0% | -158.4% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling