+7,291.9%
MCO vs INCY
+6,272.2%
+1,019.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | -3.8% | -4.2% | +0.4% | -3.3% |
| 30D | -0.4% | +0.6% | -1.0% | -0.5% |
| 3M | +7.7% | +12.6% | -4.9% | +6.0% |
| 6M | +7.0% | +28.3% | -21.3% | +3.5% |
| YTD | -6.4% | +23.0% | -29.4% | -9.1% |
| 1Y | -7.6% | +41.0% | -48.6% | -11.9% |
| 3Y | +43.2% | +88.6% | -45.4% | +30.6% |
| 5Y | +29.6% | +70.8% | -41.2% | +19.1% |
| 10Y | +389.2% | +53.5% | +335.7% | +344.4% |
| All | +7,291.9% | +6,272.2% | +1,019.7% | +4,135.4% |
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