-1.8%
MA vs INCY
+43.7%
-45.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.1% |
| 7D | -3.5% | -3.7% | +0.2% | -3.0% |
| 30D | +0.7% | +1.8% | -1.1% | +0.4% |
| 3M | +15.8% | +17.0% | -1.2% | +13.0% |
| 6M | +10.2% | +28.4% | -18.2% | +6.0% |
| YTD | -0.5% | +24.8% | -25.3% | -4.3% |
| 1Y | -1.8% | +42.9% | -44.7% | -7.7% |
| All | -1.8% | +43.7% | -45.5% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling