-64.8%
MOD vs INCY
+21.3%
-86.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +6.5% |
| 7D | -25.5% | -0.6% | -24.9% | -25.0% |
| 30D | -49.0% | +5.5% | -54.5% | -46.8% |
| 3M | -49.8% | +1.1% | -50.9% | -48.4% |
| 6M | -64.8% | +19.8% | -84.6% | -60.7% |
| All | -64.8% | +21.3% | -86.1% | -60.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling