+961.1%
MELI vs INCY
+54.2%
+906.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -4.1% | -4.2% | +0.1% | -2.8% |
| 30D | +3.8% | +0.6% | +3.2% | +3.6% |
| 3M | +17.8% | +12.6% | +5.2% | +12.7% |
| 6M | +7.4% | +28.3% | -20.9% | -1.9% |
| YTD | -5.8% | +23.0% | -28.8% | -13.1% |
| 1Y | -18.9% | +41.0% | -59.8% | -29.1% |
| 3Y | +33.3% | +88.6% | -55.2% | +0.5% |
| 5Y | +2.7% | +70.8% | -68.1% | -19.1% |
| All | +961.1% | +54.2% | +906.9% | +678.6% |
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 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