+35.3%
MAS vs INCY
+67.3%
-32.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | -0.8% | +1.9% | -2.7% | -1.2% |
| 30D | -5.6% | +5.8% | -11.4% | -6.7% |
| 3M | +4.4% | +25.2% | -20.8% | -0.5% |
| 6M | +7.2% | +28.2% | -21.0% | +1.5% |
| YTD | +16.1% | +28.3% | -12.2% | +9.3% |
| 1Y | +0.1% | +48.3% | -48.3% | -9.0% |
| 3Y | +28.3% | +95.9% | -67.6% | +7.5% |
| All | +35.3% | +67.3% | -32.0% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling