-36.6%
MOH vs INCY
+89.7%
-126.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.4% | +2.1% |
| 7D | +1.7% | -4.2% | +5.9% | +2.0% |
| 30D | -0.9% | +0.6% | -1.5% | -1.0% |
| 3M | +5.7% | +12.6% | -6.9% | +4.5% |
| 6M | +39.1% | +28.3% | +10.8% | +36.0% |
| YTD | +17.7% | +23.0% | -5.3% | +14.8% |
| 1Y | +8.4% | +41.0% | -32.6% | +3.5% |
| 3Y | -36.6% | +88.6% | -125.2% | -44.8% |
| All | -36.6% | +89.7% | -126.3% | -44.8% |
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