+519.1%
MOD vs INCY
+6,421.1%
-5,902.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.2% |
| 7D | +8.2% | -0.5% | +8.7% | +8.4% |
| 30D | -38.2% | +9.8% | -48.0% | -39.4% |
| 3M | -46.2% | +1.0% | -47.2% | -46.6% |
| 6M | -62.5% | +21.9% | -84.4% | -64.3% |
| YTD | -20.1% | +23.8% | -43.9% | -24.3% |
| 1Y | -29.7% | +13.0% | -42.7% | -32.2% |
| 3Y | +136.2% | +133.2% | +3.0% | +97.0% |
| 5Y | +820.4% | +87.8% | +732.6% | +691.6% |
| 10Y | +839.8% | +17.0% | +822.8% | +729.9% |
| All | +519.1% | +6,421.1% | -5,902.0% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling