+1,899.4%
MMM vs INCY
+6,660.0%
-4,760.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -3.3% | +1.9% | -5.2% | -3.5% |
| 30D | -7.0% | +5.8% | -12.8% | -7.4% |
| 3M | +10.8% | +25.2% | -14.4% | +8.8% |
| 6M | +5.8% | +28.2% | -22.4% | +3.6% |
| YTD | +6.8% | +28.3% | -21.6% | +4.5% |
| 1Y | +10.4% | +48.3% | -38.0% | +6.7% |
| 3Y | +104.7% | +95.9% | +8.8% | +92.5% |
| 5Y | +23.6% | +66.6% | -43.0% | +17.2% |
| 10Y | +54.1% | +54.5% | -0.4% | +43.9% |
| All | +1,899.4% | +6,660.0% | -4,760.6% | +1,236.0% |
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