+64.0%
MNST vs INCY
+128.1%
-64.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -3.9% | +2.3% | -6.2% | -4.1% |
| 30D | +3.9% | +6.7% | -2.8% | +3.2% |
| 3M | -0.8% | -1.0% | +0.2% | -0.8% |
| 6M | +5.1% | +22.1% | -17.0% | +2.9% |
| YTD | +18.3% | +21.8% | -3.5% | +15.5% |
| 1Y | +29.5% | +13.5% | +16.0% | +27.1% |
| 3Y | +64.0% | +129.4% | -65.4% | +46.9% |
| All | +64.0% | +128.1% | -64.1% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling