+13,824.1%
MA vs INCY
+3,092.7%
+10,731.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -2.7% | +1.9% | -4.6% | -3.1% |
| 30D | +1.5% | +5.8% | -4.3% | +0.2% |
| 3M | +20.4% | +25.2% | -4.8% | +14.0% |
| 6M | +11.1% | +28.2% | -17.1% | +4.5% |
| YTD | +2.0% | +28.3% | -26.4% | -4.4% |
| 1Y | -2.2% | +48.3% | -50.5% | -11.6% |
| 3Y | +41.9% | +95.9% | -54.0% | +17.5% |
| 5Y | +75.4% | +66.6% | +8.8% | +49.4% |
| 10Y | +527.5% | +54.5% | +473.0% | +411.6% |
| All | +13,824.1% | +3,092.7% | +10,731.4% | +4,273.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling