+513.2%
MA vs INCY
+56.1%
+457.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -3.5% | -2.2% | -1.3% | -3.0% |
| 30D | +0.8% | +3.7% | -2.9% | -0.2% |
| 3M | +14.8% | +22.1% | -7.3% | +9.0% |
| 6M | +10.0% | +29.8% | -19.8% | +2.8% |
| YTD | -0.1% | +27.6% | -27.7% | -6.6% |
| 1Y | -2.2% | +47.2% | -49.4% | -12.0% |
| 3Y | +39.3% | +97.0% | -57.7% | +13.4% |
| 5Y | +66.3% | +73.4% | -7.0% | +38.7% |
| 10Y | +513.2% | +59.2% | +454.0% | +378.9% |
| All | +513.2% | +56.1% | +457.1% | +378.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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