+190.0%
MAGS vs INCY
+67.6%
+122.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.3% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | -0.1% | +3.2% | -3.3% | -0.4% |
| 3M | +3.8% | +23.6% | -19.8% | +1.2% |
| 6M | +13.2% | +29.7% | -16.4% | +9.6% |
| YTD | +4.7% | +25.9% | -21.2% | +1.6% |
| 1Y | +14.4% | +43.7% | -29.3% | +9.2% |
| 3Y | +128.6% | +94.4% | +34.1% | +109.1% |
| All | +190.0% | +67.6% | +122.4% | +176.2% |
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 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