+2,109.1%
MMM vs INCY
+6,390.7%
-4,281.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -0.8% | +3.1% | -3.9% | -1.1% |
| 30D | +14.4% | +12.0% | +2.4% | +13.4% |
| 3M | +1.8% | +0.8% | +1.0% | +1.7% |
| 6M | +31.3% | +22.8% | +8.5% | +29.0% |
| YTD | +18.0% | +23.2% | -5.2% | +15.8% |
| 1Y | +10.9% | +12.4% | -1.5% | +9.5% |
| 3Y | +160.6% | +132.1% | +28.5% | +142.0% |
| 5Y | +44.5% | +85.5% | -41.0% | +36.2% |
| 10Y | +75.9% | +16.4% | +59.4% | +67.7% |
| All | +2,109.1% | +6,390.7% | -4,281.6% | +1,380.5% |
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