+3,389.3%
MDT vs INCY
+6,534.7%
-3,145.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.7% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | +6.0% | +3.2% | +2.8% | +5.7% |
| 3M | +15.5% | +23.6% | -8.1% | +13.0% |
| 6M | +3.4% | +29.7% | -26.3% | +0.6% |
| YTD | -2.2% | +25.9% | -28.1% | -4.6% |
| 1Y | +2.6% | +43.7% | -41.1% | -1.4% |
| 3Y | +27.5% | +94.4% | -66.9% | +18.1% |
| 5Y | -20.1% | +68.0% | -88.0% | -25.3% |
| 10Y | +39.1% | +52.5% | -13.5% | +28.1% |
| All | +3,389.3% | +6,534.7% | -3,145.4% | +1,878.4% |
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 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