-15.6%
MOS vs INCY
+20.6%
-36.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +4.5% | +12.9% | +16.9% |
| 7D | +17.9% | +5.1% | +12.8% | +17.4% |
| 30D | +1.6% | +7.6% | -6.1% | +1.0% |
| 3M | -4.0% | +1.9% | -5.9% | -4.1% |
| 6M | -4.1% | +26.5% | -30.6% | -2.4% |
| YTD | -7.8% | +24.4% | -32.2% | -7.0% |
| 1Y | -15.6% | +19.4% | -34.9% | -15.6% |
| All | -15.6% | +20.6% | -36.2% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling