+61.7%
MAS vs INCY
+113.8%
-52.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -2.7% |
| 7D | +4.6% | +1.0% | +3.5% | +4.4% |
| 30D | +19.9% | +4.7% | +15.2% | +18.9% |
| 3M | +8.9% | -1.5% | +10.4% | +9.1% |
| 6M | +20.2% | +21.1% | -0.9% | +16.0% |
| YTD | +33.9% | +19.5% | +14.4% | +28.5% |
| 1Y | +34.7% | +11.6% | +23.0% | +30.7% |
| All | +61.7% | +113.8% | -52.1% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling