+215.9%
MAS vs INCY
+33.7%
+182.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.2% |
| 7D | +2.0% | -0.6% | +2.6% | +2.1% |
| 30D | +19.4% | +5.5% | +13.9% | +18.0% |
| 3M | +9.4% | +1.1% | +8.3% | +9.0% |
| 6M | +15.3% | +19.8% | -4.5% | +10.5% |
| YTD | +31.3% | +21.1% | +10.2% | +25.0% |
| 1Y | +34.9% | +13.7% | +21.1% | +29.9% |
| 3Y | +58.6% | +119.3% | -60.7% | +29.1% |
| 5Y | +40.7% | +76.3% | -35.6% | +19.5% |
| All | +215.9% | +33.7% | +182.1% | +157.1% |
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