+193.4%
MAGS vs INCY
+63.6%
+129.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | +0.6% | -4.2% | +4.8% | +1.1% |
| 30D | +3.2% | +0.6% | +2.6% | +3.1% |
| 3M | +7.7% | +12.6% | -5.0% | +6.1% |
| 6M | +12.5% | +28.3% | -15.9% | +9.0% |
| YTD | +6.0% | +23.0% | -17.0% | +3.0% |
| 1Y | +14.4% | +41.0% | -26.6% | +9.3% |
| 3Y | +127.5% | +88.6% | +38.9% | +108.7% |
| All | +193.4% | +63.6% | +129.8% | +180.2% |
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