-16.4%
MLM vs INCY
+45.3%
-61.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -2.9% | +1.9% | -4.8% | -3.2% |
| 30D | -6.8% | +5.8% | -12.6% | -7.8% |
| 3M | -11.2% | +25.2% | -36.4% | -14.4% |
| 6M | -21.8% | +28.2% | -50.0% | -25.2% |
| YTD | -17.0% | +28.3% | -45.3% | -21.3% |
| 1Y | -16.4% | +48.3% | -64.7% | -22.7% |
| All | -16.4% | +45.3% | -61.6% | -22.7% |
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