+1,071.7%
MOD vs INCY
+6,660.0%
-5,588.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.5% |
| 7D | +9.6% | +1.9% | +7.7% | +9.2% |
| 30D | 0.0% | +5.8% | -5.8% | -1.0% |
| 3M | -35.4% | +25.2% | -60.6% | -38.4% |
| 6M | -7.3% | +28.2% | -35.5% | -12.1% |
| YTD | +45.8% | +28.3% | +17.5% | +37.9% |
| 1Y | +43.1% | +48.3% | -5.2% | +31.9% |
| 3Y | +297.7% | +95.9% | +201.7% | +243.5% |
| 5Y | +1,478.8% | +66.6% | +1,412.2% | +1,289.9% |
| 10Y | +1,633.4% | +54.5% | +1,578.9% | +1,358.9% |
| All | +1,071.7% | +6,660.0% | -5,588.3% | +373.4% |
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