+6,378.4%
INCY vs MTCH
+4,368.0%
+2,010.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.8% | -1.8% |
| 7D | -4.2% | +1.3% | -5.4% | -4.5% |
| 30D | +0.6% | +15.9% | -15.3% | -3.4% |
| 3M | +12.6% | +23.3% | -10.6% | +6.2% |
| 6M | +28.3% | +40.1% | -11.8% | +16.6% |
| YTD | +23.0% | +33.6% | -10.6% | +12.9% |
| 1Y | +41.0% | +14.1% | +26.9% | +34.7% |
| 3Y | +88.6% | +1.4% | +87.2% | +78.7% |
| 5Y | +70.8% | -73.1% | +143.9% | +117.2% |
| 10Y | +53.5% | +204.8% | -151.3% | -19.9% |
| All | +6,378.4% | +4,368.0% | +2,010.4% | +2,145.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling