+40.4%
MAS vs INCY
+20.6%
+19.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.5% | +1.2% | +4.6% |
| 7D | +14.2% | +5.1% | +9.0% | +12.9% |
| 30D | +26.8% | +7.6% | +19.2% | +24.8% |
| 3M | +13.1% | +1.9% | +11.3% | +12.5% |
| 6M | +27.9% | +26.5% | +1.5% | +22.9% |
| YTD | +38.7% | +24.4% | +14.3% | +28.7% |
| 1Y | +40.4% | +19.4% | +21.0% | +30.8% |
| All | +40.4% | +20.6% | +19.8% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling