+42.7%
MKSI vs INCY
+20.6%
+22.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.5% | -9.5% | -4.4% |
| 7D | -10.7% | +5.1% | -15.8% | -10.0% |
| 30D | -30.5% | +7.6% | -38.1% | -29.8% |
| 3M | -39.2% | +1.9% | -41.0% | -38.7% |
| 6M | -33.0% | +26.5% | -59.5% | -35.4% |
| YTD | +22.3% | +24.4% | -2.1% | +16.4% |
| 1Y | +42.7% | +19.4% | +23.3% | +36.6% |
| All | +42.7% | +20.6% | +22.1% | +36.6% |
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 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