+454.2%
MDLZ vs INCY
+512.3%
-58.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -1.7% | +1.9% | -3.6% | -1.9% |
| 30D | -2.1% | +5.8% | -7.9% | -2.6% |
| 3M | +1.3% | +25.2% | -23.9% | -0.7% |
| 6M | +6.2% | +28.2% | -22.0% | +3.8% |
| YTD | +15.8% | +28.3% | -12.5% | +13.0% |
| 1Y | +4.1% | +48.3% | -44.2% | +0.3% |
| 3Y | -4.1% | +95.9% | -100.0% | -10.5% |
| 5Y | +13.4% | +66.6% | -53.2% | +6.7% |
| 10Y | +75.7% | +54.5% | +21.2% | +62.7% |
| All | +454.2% | +512.3% | -58.1% | +287.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling