+10,424.7%
MO vs INCY
+6,620.5%
+3,804.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -2.4% | -2.2% | -0.2% | -2.3% |
| 30D | +3.6% | +3.7% | -0.1% | +3.4% |
| 3M | -3.7% | +22.1% | -25.8% | -4.7% |
| 6M | +4.5% | +29.8% | -25.3% | +3.0% |
| YTD | +21.5% | +27.6% | -6.1% | +19.8% |
| 1Y | +9.5% | +47.2% | -37.7% | +7.1% |
| 3Y | +93.6% | +97.0% | -3.4% | +85.5% |
| 5Y | +97.5% | +73.4% | +24.1% | +90.0% |
| 10Y | +111.2% | +59.2% | +51.9% | +101.1% |
| All | +10,424.7% | +6,620.5% | +3,804.2% | +7,609.4% |
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 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