+37.0%
MDT vs INCY
+54.2%
-17.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.5% |
| 7D | -3.4% | -4.2% | +0.8% | -2.7% |
| 30D | +0.2% | +0.6% | -0.4% | +0.1% |
| 3M | +14.3% | +12.6% | +1.6% | +11.6% |
| 6M | +4.0% | +28.3% | -24.3% | -1.0% |
| YTD | -3.7% | +23.0% | -26.7% | -7.8% |
| 1Y | -0.4% | +41.0% | -41.3% | -7.2% |
| 3Y | +23.3% | +88.6% | -65.3% | +6.9% |
| 5Y | -18.9% | +70.8% | -89.7% | -29.1% |
| All | +37.0% | +54.2% | -17.2% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling