-16.3%
MOS vs INCY
+43.8%
-60.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +2.7% |
| 7D | +7.1% | -0.5% | +7.6% | +7.1% |
| 30D | +15.0% | +3.2% | +11.9% | +15.1% |
| 3M | +24.1% | +23.6% | +0.5% | +25.5% |
| 6M | +2.7% | +29.7% | -26.9% | +3.9% |
| YTD | +12.2% | +25.9% | -13.8% | +12.5% |
| 1Y | -16.3% | +43.7% | -60.0% | -19.1% |
| All | -16.3% | +43.8% | -60.1% | -19.1% |
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