+11.6%
MDB vs INCY
+43.7%
-32.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +4.3% |
| 7D | -2.8% | -3.7% | +0.9% | -2.7% |
| 30D | -14.9% | +1.8% | -16.7% | -15.0% |
| 3M | +7.3% | +17.0% | -9.6% | +6.3% |
| 6M | +38.2% | +28.4% | +9.8% | +35.2% |
| YTD | -10.9% | +24.8% | -35.7% | -11.8% |
| 1Y | +11.6% | +42.9% | -31.3% | +7.5% |
| All | +11.6% | +43.7% | -32.1% | +7.5% |
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