-90.0%
MARA vs INCY
+461.0%
-551.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.4% |
| 7D | +13.8% | -2.2% | +16.0% | +14.6% |
| 30D | +24.7% | +3.7% | +21.0% | +23.4% |
| 3M | -10.4% | +22.1% | -32.5% | -16.4% |
| 6M | +37.6% | +29.8% | +7.9% | +25.6% |
| YTD | +32.7% | +27.6% | +5.2% | +21.9% |
| 1Y | -25.2% | +47.2% | -72.4% | -34.4% |
| 3Y | +9.3% | +97.0% | -87.7% | -14.1% |
| 5Y | -69.3% | +73.4% | -142.7% | -74.8% |
| 10Y | -73.6% | +59.2% | -132.8% | -77.2% |
| All | -90.0% | +461.0% | -551.1% | -92.3% |
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