+1,530.3%
MOD vs INCY
+67.3%
+1,463.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.4% |
| 7D | +9.6% | +1.9% | +7.7% | +9.3% |
| 30D | 0.0% | +5.8% | -5.8% | -0.8% |
| 3M | -35.4% | +25.2% | -60.6% | -38.1% |
| 6M | -7.3% | +28.2% | -35.5% | -11.8% |
| YTD | +45.8% | +28.3% | +17.5% | +38.2% |
| 1Y | +43.1% | +48.3% | -5.2% | +32.0% |
| 3Y | +297.7% | +95.9% | +201.7% | +243.5% |
| All | +1,530.3% | +67.3% | +1,463.1% | +1,301.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling