+886.3%
MOD vs INCY
+14.6%
+871.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.7% |
| 7D | -17.8% | +2.3% | -20.1% | -18.2% |
| 30D | -43.2% | +6.7% | -49.9% | -43.9% |
| 3M | -46.0% | -1.0% | -45.0% | -46.1% |
| 6M | -62.2% | +22.1% | -84.3% | -63.8% |
| YTD | -22.8% | +21.8% | -44.6% | -26.3% |
| 1Y | -35.5% | +13.5% | -49.0% | -37.6% |
| 3Y | +128.2% | +129.4% | -1.2% | +93.6% |
| 5Y | +791.6% | +84.0% | +707.6% | +680.0% |
| 10Y | +886.3% | +14.9% | +871.4% | +768.4% |
| All | +886.3% | +14.6% | +871.7% | +768.4% |
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