+2.8%
MOS vs INCY
+27.4%
-24.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | 0.0% | +1.4% |
| 7D | +19.7% | +1.5% | +18.1% | +19.3% |
| 30D | +21.5% | +8.1% | +13.4% | +19.4% |
| 3M | -0.4% | +1.1% | -1.5% | -0.7% |
| 6M | +4.5% | +23.7% | -19.1% | -0.7% |
| YTD | -2.9% | +23.4% | -26.3% | -8.2% |
| 1Y | -7.7% | +15.0% | -22.7% | -11.6% |
| 3Y | -25.6% | +132.1% | -157.7% | -42.1% |
| 5Y | -31.2% | +83.2% | -114.4% | -43.2% |
| 10Y | +2.8% | +17.1% | -14.2% | -15.6% |
| All | +2.8% | +27.4% | -24.6% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling