+3,974.3%
MCD vs INCY
+6,281.3%
-2,307.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.6% |
| 7D | +7.1% | -0.6% | +7.7% | +7.2% |
| 30D | +19.8% | +5.5% | +14.3% | +19.4% |
| 3M | +0.8% | +1.1% | -0.3% | +0.7% |
| 6M | -1.3% | +19.8% | -21.1% | -2.4% |
| YTD | -7.8% | +21.1% | -28.9% | -8.9% |
| 1Y | -5.0% | +13.7% | -18.7% | -5.9% |
| 3Y | +10.5% | +119.3% | -108.7% | +5.1% |
| 5Y | +22.0% | +76.3% | -54.3% | +17.0% |
| 10Y | +216.7% | +36.6% | +180.0% | +203.5% |
| All | +3,974.3% | +6,281.3% | -2,307.1% | +2,713.4% |
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 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