-5.6%
MDB vs INCY
+95.0%
-100.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.3% |
| 7D | -18.0% | -0.5% | -17.5% | -18.0% |
| 30D | -10.7% | +3.2% | -13.9% | -11.0% |
| 3M | +1.0% | +23.6% | -22.6% | -0.9% |
| 6M | +31.6% | +29.7% | +2.0% | +28.3% |
| YTD | -15.2% | +25.9% | -41.1% | -17.0% |
| 1Y | +10.1% | +43.7% | -33.6% | +6.3% |
| 3Y | -5.6% | +94.4% | -100.1% | -15.8% |
| All | -5.6% | +95.0% | -100.6% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling