-74.1%
MARA vs INCY
+54.2%
-128.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +5.6% |
| 7D | +5.9% | -4.2% | +10.1% | +8.2% |
| 30D | +24.3% | +0.6% | +23.7% | +24.0% |
| 3M | -12.0% | +12.6% | -24.6% | -18.4% |
| 6M | +40.1% | +28.3% | +11.8% | +20.3% |
| YTD | +33.4% | +23.0% | +10.4% | +17.2% |
| 1Y | -23.7% | +41.0% | -64.7% | -38.1% |
| 3Y | +19.0% | +88.6% | -69.6% | -21.3% |
| 5Y | -66.5% | +70.8% | -137.3% | -76.5% |
| All | -74.1% | +54.2% | -128.3% | -79.1% |
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 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