+190.4%
MAGS vs INCY
+66.1%
+124.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -1.8% | -3.7% | +1.9% | -1.4% |
| 30D | +1.1% | +1.8% | -0.7% | +0.9% |
| 3M | +7.7% | +17.0% | -9.3% | +5.7% |
| 6M | +11.7% | +28.4% | -16.7% | +8.3% |
| YTD | +4.9% | +24.8% | -19.9% | +1.8% |
| 1Y | +14.3% | +42.9% | -28.6% | +9.2% |
| 3Y | +128.9% | +92.7% | +36.2% | +109.6% |
| All | +190.4% | +66.1% | +124.3% | +176.9% |
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