+9,252.2%
MCHP vs INCY
+6,620.5%
+2,631.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | +0.3% | -2.2% | +2.5% | +0.7% |
| 30D | -9.8% | +3.7% | -13.4% | -10.4% |
| 3M | -19.7% | +22.1% | -41.8% | -23.0% |
| 6M | +13.6% | +29.8% | -16.2% | +7.5% |
| YTD | +16.5% | +27.6% | -11.0% | +10.4% |
| 1Y | +15.7% | +47.2% | -31.5% | +6.4% |
| 3Y | 0.0% | +97.0% | -97.0% | -13.9% |
| 5Y | +4.4% | +73.4% | -68.9% | -8.3% |
| 10Y | +201.4% | +59.2% | +142.2% | +160.7% |
| All | +9,252.2% | +6,620.5% | +2,631.6% | +2,425.8% |
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 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