+14.5%
MDB vs INCY
+45.3%
-30.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.1% |
| 7D | -17.4% | +1.9% | -19.4% | -17.5% |
| 30D | -2.0% | +5.8% | -7.8% | -2.2% |
| 3M | -3.0% | +25.2% | -28.2% | -4.2% |
| 6M | +48.7% | +28.2% | +20.5% | +46.4% |
| YTD | -12.1% | +28.3% | -40.5% | -13.0% |
| 1Y | +14.5% | +48.3% | -33.9% | +10.5% |
| All | +14.5% | +45.3% | -30.8% | +10.5% |
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