+89.6%
MA vs INCY
+79.4%
+10.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | +1.8% | +2.3% | -0.5% | +1.4% |
| 30D | +11.8% | +6.7% | +5.2% | +10.4% |
| 3M | +17.2% | -1.0% | +18.2% | +17.2% |
| 6M | +33.4% | +22.1% | +11.3% | +27.6% |
| YTD | +16.1% | +21.8% | -5.6% | +10.8% |
| 1Y | +19.9% | +13.5% | +6.4% | +15.9% |
| 3Y | +70.1% | +129.4% | -59.3% | +34.4% |
| 5Y | +89.6% | +84.0% | +5.7% | +58.5% |
| All | +89.6% | +79.4% | +10.2% | +58.5% |
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