+217.0%
MAS vs INCY
+17.7%
+199.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | -1.8% | -0.5% | -1.4% | -1.7% |
| 30D | +23.6% | +9.8% | +13.8% | +21.1% |
| 3M | +12.4% | +1.0% | +11.4% | +12.1% |
| 6M | +21.9% | +21.9% | 0.0% | +16.3% |
| YTD | +36.1% | +23.8% | +12.3% | +28.9% |
| 1Y | +39.5% | +13.0% | +26.4% | +34.5% |
| 3Y | +59.1% | +133.2% | -74.0% | +27.6% |
| 5Y | +44.4% | +87.8% | -43.4% | +20.8% |
| 10Y | +217.0% | +17.0% | +200.0% | +166.8% |
| All | +217.0% | +17.7% | +199.3% | +166.8% |
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 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