+19.9%
MDT vs INCY
+20.6%
-0.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.5% | +1.7% | +5.2% |
| 7D | +10.7% | +5.1% | +5.6% | +9.6% |
| 30D | +19.3% | +7.6% | +11.7% | +17.5% |
| 3M | +22.8% | +1.9% | +20.9% | +22.0% |
| 6M | +36.4% | +26.5% | +9.9% | +29.7% |
| YTD | +12.1% | +24.4% | -12.3% | +6.1% |
| 1Y | +19.9% | +19.4% | +0.6% | +15.2% |
| All | +19.9% | +20.6% | -0.7% | +15.2% |
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