+47.9%
MMM vs INCY
+79.4%
-31.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | +7.0% | +2.3% | +4.7% | +6.5% |
| 30D | +18.4% | +6.7% | +11.7% | +16.9% |
| 3M | +4.5% | -1.0% | +5.5% | +4.6% |
| 6M | +33.4% | +22.1% | +11.4% | +27.7% |
| YTD | +20.0% | +21.8% | -1.8% | +14.4% |
| 1Y | +15.0% | +13.5% | +1.5% | +11.2% |
| 3Y | +165.0% | +129.4% | +35.6% | +114.5% |
| 5Y | +47.9% | +84.0% | -36.1% | +30.2% |
| All | +47.9% | +79.4% | -31.5% | +30.2% |
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