-18.3%
MDT vs INCY
+69.5%
-87.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.1% |
| 7D | -1.6% | -3.7% | +2.1% | -1.0% |
| 30D | +1.0% | +1.8% | -0.8% | +0.7% |
| 3M | +15.2% | +17.0% | -1.8% | +12.1% |
| 6M | +3.7% | +28.4% | -24.7% | -0.7% |
| YTD | -3.0% | +24.8% | -27.8% | -6.9% |
| 1Y | +2.5% | +42.9% | -40.5% | -4.0% |
| 3Y | +26.5% | +92.7% | -66.2% | +10.7% |
| 5Y | -18.3% | +73.3% | -91.6% | -27.9% |
| All | -18.3% | +69.5% | -87.8% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling