+38.1%
MNST vs INCY
+45.3%
-7.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -6.5% | +1.9% | -8.4% | -6.7% |
| 30D | -7.2% | +5.8% | -13.0% | -7.8% |
| 3M | -1.0% | +25.2% | -26.2% | -3.4% |
| 6M | +11.5% | +28.2% | -16.7% | +8.3% |
| YTD | +14.3% | +28.3% | -14.0% | +10.8% |
| 1Y | +38.1% | +48.3% | -10.2% | +36.3% |
| All | +38.1% | +45.3% | -7.1% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling