-33.5%
MOD vs INCY
+13.5%
-47.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.9% | +8.0% | +10.2% |
| 7D | -13.9% | +1.5% | -15.5% | -13.4% |
| 30D | -41.5% | +8.1% | -49.6% | -40.6% |
| 3M | -45.7% | +1.1% | -46.8% | -45.1% |
| 6M | -61.1% | +23.7% | -84.8% | -61.6% |
| YTD | -20.5% | +23.4% | -43.9% | -24.6% |
| All | -33.5% | +13.5% | -47.1% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling