+191.0%
MOD vs INCY
+132.2%
+58.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.6% | +28.5% | +27.9% |
| 7D | +40.4% | +1.1% | +39.3% | +40.3% |
| 30D | -14.0% | +8.4% | -22.4% | -14.6% |
| 3M | -33.3% | +0.4% | -33.7% | -33.4% |
| 6M | -51.4% | +22.4% | -73.8% | -53.2% |
| YTD | +1.6% | +22.5% | -20.9% | -2.8% |
| 1Y | +5.4% | +14.8% | -9.4% | +2.0% |
| 3Y | +191.0% | +127.7% | +63.3% | +154.1% |
| All | +191.0% | +132.2% | +58.8% | +154.1% |
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