+2,146.2%
MMM vs INCY
+6,316.0%
-4,169.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | +7.0% | +2.3% | +4.7% | +6.8% |
| 30D | +18.4% | +6.7% | +11.7% | +17.8% |
| 3M | +4.5% | -1.0% | +5.5% | +4.5% |
| 6M | +33.4% | +22.1% | +11.4% | +31.2% |
| YTD | +20.0% | +21.8% | -1.8% | +17.8% |
| 1Y | +15.0% | +13.5% | +1.5% | +13.6% |
| 3Y | +165.0% | +129.4% | +35.6% | +146.3% |
| 5Y | +47.9% | +84.0% | -36.1% | +39.5% |
| 10Y | +79.6% | +14.9% | +64.7% | +71.5% |
| All | +2,146.2% | +6,316.0% | -4,169.8% | +1,406.8% |
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