+31.8%
MCK vs INCY
+45.3%
-13.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | +1.7% | +1.9% | -0.2% | +1.4% |
| 30D | +3.6% | +5.8% | -2.2% | +2.6% |
| 3M | +20.1% | +25.2% | -5.1% | +16.1% |
| 6M | -7.0% | +28.2% | -35.2% | -10.5% |
| YTD | +11.0% | +28.3% | -17.3% | +6.8% |
| 1Y | +31.8% | +48.3% | -16.5% | +22.7% |
| All | +31.8% | +45.3% | -13.4% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling