+35.4%
MAS vs INCY
+12.6%
+22.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.9% |
| 7D | +2.4% | -0.6% | +3.0% | +2.5% |
| 30D | +19.8% | +5.5% | +14.4% | +18.6% |
| 3M | +9.8% | +1.1% | +8.8% | +9.5% |
| 6M | +15.8% | +19.8% | -4.1% | +12.3% |
| YTD | +31.8% | +21.1% | +10.7% | +23.2% |
| 1Y | +35.4% | +13.7% | +21.6% | +26.6% |
| All | +35.4% | +12.6% | +22.8% | +26.6% |
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