+84.3%
MKSI vs INCY
+69.3%
+15.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.5% |
| 7D | +2.7% | -4.2% | +6.9% | +3.8% |
| 30D | -12.8% | +0.6% | -13.4% | -13.0% |
| 3M | -22.5% | +12.6% | -35.2% | -26.2% |
| 6M | +19.4% | +28.3% | -8.9% | +8.5% |
| YTD | +67.7% | +23.0% | +44.7% | +53.9% |
| 1Y | +131.4% | +41.0% | +90.4% | +101.6% |
| 3Y | +197.3% | +88.6% | +108.7% | +127.9% |
| All | +84.3% | +69.3% | +15.0% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling