+181.3%
MCD vs INCY
+56.1%
+125.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -2.9% | -2.2% | -0.7% | -2.6% |
| 30D | -6.7% | +3.7% | -10.4% | -7.2% |
| 3M | -9.6% | +22.1% | -31.6% | -11.9% |
| 6M | -22.3% | +29.8% | -52.1% | -25.0% |
| YTD | -15.4% | +27.6% | -43.0% | -18.3% |
| 1Y | -16.8% | +47.2% | -64.0% | -21.2% |
| 3Y | -2.4% | +97.0% | -99.4% | -12.2% |
| 5Y | +19.4% | +73.4% | -54.0% | +8.5% |
| 10Y | +181.3% | +59.2% | +122.1% | +148.4% |
| All | +181.3% | +56.1% | +125.2% | +148.4% |
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