+20.4%
MCD vs INCY
+67.2%
-46.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | -6.1% | +3.2% | -9.3% | -6.4% |
| 3M | -7.3% | +23.6% | -30.9% | -9.1% |
| 6M | -20.9% | +29.7% | -50.6% | -23.0% |
| YTD | -14.7% | +25.9% | -40.6% | -16.7% |
| 1Y | -16.1% | +43.7% | -59.8% | -19.3% |
| 3Y | -1.5% | +94.4% | -95.9% | -9.1% |
| 5Y | +20.4% | +68.0% | -47.5% | +12.2% |
| All | +20.4% | +67.2% | -46.7% | +12.2% |
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