-1.6%
MDLN vs INCY
+26.3%
-27.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +4.5% | +13.9% | +16.4% |
| 7D | +24.7% | +5.1% | +19.5% | +22.2% |
| 30D | +12.7% | +7.6% | +5.1% | +9.4% |
| 3M | -4.0% | +1.9% | -5.9% | -4.7% |
| 6M | -8.7% | +26.5% | -35.2% | -17.2% |
| YTD | -3.9% | +24.4% | -28.3% | -12.3% |
| All | -1.6% | +26.3% | -27.9% | -10.4% |
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 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