-24.4%
MOS vs INCY
+116.8%
-141.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | +21.6% | -0.6% | +22.2% | +21.6% |
| 30D | +12.0% | +5.5% | +6.5% | +11.5% |
| 3M | -3.9% | +1.1% | -5.0% | -3.9% |
| 6M | -3.3% | +19.8% | -23.1% | -4.4% |
| YTD | -4.6% | +21.1% | -25.8% | -6.1% |
| 1Y | -7.0% | +13.7% | -20.7% | -7.9% |
| 3Y | -24.4% | +119.3% | -143.7% | -30.5% |
| All | -24.4% | +116.8% | -141.2% | -30.5% |
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