-10.5%
MLM vs INCY
+20.6%
-31.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.5% | -2.1% | +1.5% |
| 7D | +9.1% | +5.1% | +4.0% | +8.1% |
| 30D | +14.6% | +7.6% | +7.0% | +13.0% |
| 3M | +0.3% | +1.9% | -1.6% | -0.2% |
| 6M | -7.5% | +26.5% | -33.9% | -11.2% |
| YTD | -10.2% | +24.4% | -34.6% | -15.2% |
| 1Y | -10.5% | +19.4% | -29.9% | -15.4% |
| All | -10.5% | +20.6% | -31.1% | -15.4% |
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