+514.9%
MKSI vs INCY
+54.2%
+460.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.6% |
| 7D | +2.7% | -4.2% | +6.9% | +4.1% |
| 30D | -12.8% | +0.6% | -13.4% | -13.1% |
| 3M | -22.5% | +12.6% | -35.2% | -26.7% |
| 6M | +19.4% | +28.3% | -8.9% | +7.6% |
| YTD | +67.7% | +23.0% | +44.7% | +52.9% |
| 1Y | +131.4% | +41.0% | +90.4% | +100.0% |
| 3Y | +197.3% | +88.6% | +108.7% | +124.6% |
| 5Y | +87.0% | +70.8% | +16.2% | +45.1% |
| All | +514.9% | +54.2% | +460.7% | +372.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling