+195.2%
MCD vs INCY
+16.0%
+179.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | -1.6% | +3.1% | -4.7% | -2.0% |
| 30D | +16.0% | +12.0% | +4.0% | +14.4% |
| 3M | 0.0% | +0.8% | -0.8% | -0.3% |
| 6M | +0.9% | +22.8% | -21.8% | -1.9% |
| YTD | -8.7% | +23.2% | -31.9% | -11.6% |
| 1Y | -8.6% | +12.4% | -21.0% | -10.4% |
| 3Y | +9.9% | +132.1% | -122.2% | -4.0% |
| 5Y | +22.6% | +85.5% | -62.8% | +10.2% |
| All | +195.2% | +16.0% | +179.2% | +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