+18.5%
MLM vs INCY
+95.5%
-77.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.7% |
| 3M | -11.2% | +25.2% | -36.4% | -14.5% |
| 6M | -21.8% | +28.2% | -50.0% | -25.1% |
| YTD | -17.0% | +28.3% | -45.3% | -20.7% |
| 1Y | -16.4% | +48.3% | -64.7% | -22.2% |
| All | +18.5% | +95.5% | -77.0% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling