+209.8%
MGY vs INCY
-7.7%
+217.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.1% |
| 7D | +1.8% | -3.7% | +5.5% | +2.6% |
| 30D | +6.5% | +1.8% | +4.7% | +6.0% |
| 3M | +0.3% | +17.0% | -16.7% | -3.5% |
| 6M | -2.4% | +28.4% | -30.8% | -8.3% |
| YTD | +29.0% | +24.8% | +4.2% | +21.4% |
| 1Y | +17.0% | +42.9% | -25.9% | +6.2% |
| 3Y | +26.2% | +92.7% | -66.5% | +3.8% |
| 5Y | +92.3% | +73.3% | +19.0% | +60.6% |
| All | +209.8% | -7.7% | +217.5% | +147.6% |
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 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