+380.3%
MCO vs INCY
+54.2%
+326.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.0% |
| 7D | -3.8% | -4.2% | +0.4% | -2.8% |
| 30D | -0.4% | +0.6% | -1.0% | -0.6% |
| 3M | +7.7% | +12.6% | -4.9% | +4.1% |
| 6M | +7.0% | +28.3% | -21.3% | -0.2% |
| YTD | -6.4% | +23.0% | -29.4% | -11.8% |
| 1Y | -7.6% | +41.0% | -48.6% | -16.2% |
| 3Y | +43.2% | +88.6% | -45.4% | +17.9% |
| 5Y | +29.6% | +70.8% | -41.2% | +8.2% |
| All | +380.3% | +54.2% | +326.0% | +283.3% |
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