-10.5%
MOS vs INCY
+11.4%
-21.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | +21.6% | -0.6% | +22.2% | +21.5% |
| 30D | +12.0% | +5.5% | +6.5% | +11.6% |
| 3M | -3.9% | +1.1% | -5.0% | -3.7% |
| 6M | -3.3% | +19.8% | -23.1% | -1.6% |
| YTD | -4.6% | +21.1% | -25.8% | -3.5% |
| All | -10.5% | +11.4% | -21.9% | -11.6% |
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