+137.1%
MOD vs INCY
+116.8%
+20.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.6% |
| 7D | -25.5% | -0.6% | -24.9% | -25.5% |
| 30D | -49.0% | +5.5% | -54.5% | -49.2% |
| 3M | -49.8% | +1.1% | -50.9% | -49.9% |
| 6M | -64.8% | +19.8% | -84.6% | -66.0% |
| YTD | -27.6% | +21.1% | -48.8% | -30.7% |
| 1Y | -35.2% | +13.7% | -48.9% | -37.2% |
| 3Y | +137.1% | +119.3% | +17.9% | +106.9% |
| All | +137.1% | +116.8% | +20.4% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling