+85.1%
MET vs INCY
+69.5%
+15.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.6% |
| 7D | -2.5% | -3.7% | +1.2% | -1.7% |
| 30D | 0.0% | +1.8% | -1.8% | -0.5% |
| 3M | +13.1% | +17.0% | -3.9% | +9.1% |
| 6M | +39.0% | +28.4% | +10.6% | +31.4% |
| YTD | +25.2% | +24.8% | +0.4% | +18.5% |
| 1Y | +25.6% | +42.9% | -17.3% | +14.9% |
| 3Y | +67.1% | +92.7% | -25.6% | +39.1% |
| 5Y | +85.1% | +73.3% | +11.8% | +57.1% |
| All | +85.1% | +69.5% | +15.6% | +57.1% |
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