+248.4%
MNST vs INCY
+56.1%
+192.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -3.6% | -2.2% | -1.4% | -3.2% |
| 30D | -6.3% | +3.7% | -10.0% | -6.9% |
| 3M | -5.0% | +22.1% | -27.0% | -8.5% |
| 6M | +13.1% | +29.8% | -16.6% | +7.7% |
| YTD | +11.8% | +27.6% | -15.8% | +6.4% |
| 1Y | +35.2% | +47.2% | -12.0% | +25.1% |
| 3Y | +52.0% | +97.0% | -45.0% | +30.8% |
| 5Y | +77.9% | +73.4% | +4.5% | +55.4% |
| 10Y | +248.4% | +59.2% | +189.2% | +199.4% |
| All | +248.4% | +56.1% | +192.3% | +199.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling