+3,070.5%
MLM vs INCY
+4,562.1%
-1,491.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -2.9% | +1.9% | -4.8% | -3.1% |
| 30D | -6.8% | +5.8% | -12.6% | -7.5% |
| 3M | -11.2% | +25.2% | -36.4% | -13.7% |
| 6M | -21.8% | +28.2% | -50.0% | -24.3% |
| YTD | -17.0% | +28.3% | -45.3% | -19.7% |
| 1Y | -16.4% | +48.3% | -64.7% | -20.6% |
| 3Y | +14.5% | +95.9% | -81.5% | +4.2% |
| 5Y | +41.7% | +66.6% | -24.8% | +30.8% |
| 10Y | +200.0% | +54.5% | +145.5% | +171.3% |
| All | +3,070.5% | +4,562.1% | -1,491.5% | +1,475.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling