+67.5%
MA vs INCY
+67.2%
+0.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -1.1% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | +1.4% | +3.2% | -1.8% | +0.8% |
| 3M | +17.7% | +23.6% | -5.9% | +12.7% |
| 6M | +9.7% | +29.7% | -20.0% | +3.9% |
| YTD | +0.5% | +25.9% | -25.5% | -4.5% |
| 1Y | -2.1% | +43.7% | -45.8% | -9.7% |
| 3Y | +40.1% | +94.4% | -54.3% | +18.7% |
| 5Y | +67.5% | +68.0% | -0.5% | +43.5% |
| All | +67.5% | +67.2% | +0.4% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling