+199.5%
MCHP vs INCY
+54.2%
+145.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.1% | +4.1% |
| 7D | 0.0% | -4.2% | +4.2% | +1.4% |
| 30D | -6.0% | +0.6% | -6.6% | -6.3% |
| 3M | -19.7% | +12.6% | -32.3% | -23.4% |
| 6M | +14.0% | +28.3% | -14.3% | +3.8% |
| YTD | +18.4% | +23.0% | -4.6% | +8.8% |
| 1Y | +17.1% | +41.0% | -23.9% | +2.0% |
| 3Y | +0.7% | +88.6% | -87.9% | -23.1% |
| 5Y | +5.1% | +70.8% | -65.7% | -17.8% |
| All | +199.5% | +54.2% | +145.2% | +132.3% |
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