+320,409.1%
MNST vs INCY
+6,660.0%
+313,749.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -6.5% | +1.9% | -8.4% | -6.6% |
| 30D | -7.2% | +5.8% | -13.0% | -7.7% |
| 3M | -1.0% | +25.2% | -26.2% | -3.0% |
| 6M | +11.5% | +28.2% | -16.7% | +9.0% |
| YTD | +14.3% | +28.3% | -14.0% | +11.6% |
| 1Y | +38.1% | +48.3% | -10.2% | +33.0% |
| 3Y | +55.0% | +95.9% | -41.0% | +44.7% |
| 5Y | +79.6% | +66.6% | +13.0% | +69.3% |
| 10Y | +241.8% | +54.5% | +187.3% | +217.9% |
| All | +320,409.1% | +6,660.0% | +313,749.1% | +174,940.1% |
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