+810.7%
MOD vs INCY
+16.0%
+794.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | +16.1% | +3.1% | +13.0% | +15.7% |
| 30D | -38.5% | +12.0% | -50.6% | -39.7% |
| 3M | -46.8% | +0.8% | -47.6% | -47.0% |
| 6M | -61.6% | +22.8% | -84.4% | -63.2% |
| YTD | -20.5% | +23.2% | -43.7% | -24.2% |
| 1Y | -28.0% | +12.4% | -40.4% | -30.2% |
| 3Y | +134.9% | +132.1% | +2.9% | +99.0% |
| 5Y | +833.2% | +85.5% | +747.7% | +715.4% |
| All | +810.7% | +16.0% | +794.7% | +695.6% |
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