+1,209.8%
MET vs INCY
+236.9%
+972.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +1.2% | +1.9% | -0.8% | +0.8% |
| 30D | +1.4% | +5.8% | -4.4% | +0.2% |
| 3M | +17.7% | +25.2% | -7.5% | +12.3% |
| 6M | +35.0% | +28.2% | +6.8% | +28.0% |
| YTD | +26.3% | +28.3% | -2.0% | +19.4% |
| 1Y | +22.8% | +48.3% | -25.5% | +12.5% |
| 3Y | +65.9% | +95.9% | -30.0% | +41.5% |
| 5Y | +85.4% | +66.6% | +18.8% | +61.8% |
| 10Y | +253.7% | +54.5% | +199.2% | +195.5% |
| All | +1,209.8% | +236.9% | +972.9% | +456.1% |
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 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