+11.8%
MGY vs INCY
+45.3%
-33.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.6% |
| 7D | +2.1% | +1.9% | +0.2% | +2.2% |
| 30D | +13.8% | +5.8% | +8.0% | +14.3% |
| 3M | -4.3% | +25.2% | -29.5% | -3.1% |
| 6M | -5.1% | +28.2% | -33.3% | -3.4% |
| YTD | +24.8% | +28.3% | -3.5% | +26.2% |
| 1Y | +11.8% | +48.3% | -36.5% | +10.3% |
| All | +11.8% | +45.3% | -33.4% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling