+6,802.6%
MELI vs INCY
+2,326.8%
+4,475.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.3% |
| 7D | -4.3% | -3.7% | -0.6% | -3.1% |
| 30D | -1.7% | +1.8% | -3.6% | -2.4% |
| 3M | +20.0% | +17.0% | +3.0% | +13.3% |
| 6M | +9.4% | +28.4% | -19.0% | -0.2% |
| YTD | -5.4% | +24.8% | -30.2% | -13.2% |
| 1Y | -18.8% | +42.9% | -61.8% | -29.4% |
| 3Y | +33.5% | +92.7% | -59.2% | +0.7% |
| 5Y | +3.2% | +73.3% | -70.2% | -19.0% |
| 10Y | +967.9% | +55.8% | +912.1% | +701.5% |
| All | +6,802.6% | +2,326.8% | +4,475.8% | +1,366.9% |
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 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