+1,043.2%
MAS vs INCY
+6,193.9%
-5,150.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -2.9% |
| 7D | +4.6% | +1.0% | +3.5% | +4.4% |
| 30D | +19.9% | +4.7% | +15.2% | +19.2% |
| 3M | +8.9% | -1.5% | +10.4% | +9.1% |
| 6M | +20.2% | +21.1% | -0.9% | +16.9% |
| YTD | +33.9% | +19.5% | +14.4% | +30.3% |
| 1Y | +34.7% | +11.6% | +23.0% | +32.1% |
| 3Y | +60.4% | +115.2% | -54.8% | +42.6% |
| 5Y | +43.5% | +73.9% | -30.4% | +30.7% |
| 10Y | +226.7% | +34.8% | +191.9% | +197.5% |
| All | +1,043.2% | +6,193.9% | -5,150.7% | +473.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling