-7.0%
MDB vs INCY
+12.6%
-19.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +11.6% | +3.1% | +8.4% | +11.7% |
| 30D | -8.9% | +12.0% | -21.0% | -8.4% |
| 3M | -22.4% | +0.8% | -23.2% | -22.1% |
| 6M | +10.1% | +22.8% | -12.7% | +10.3% |
| YTD | -19.0% | +23.2% | -42.3% | -18.4% |
| 1Y | -7.0% | +12.4% | -19.4% | -4.5% |
| All | -7.0% | +12.6% | -19.6% | -4.5% |
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