+7.0%
MCO vs INCY
+26.6%
-19.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | -3.8% | -4.2% | +0.4% | -3.4% |
| 30D | -0.4% | +0.6% | -1.0% | -0.5% |
| 3M | +7.7% | +12.6% | -4.9% | +6.5% |
| 6M | +7.0% | +28.3% | -21.3% | +3.0% |
| All | +7.0% | +26.6% | -19.6% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling