-30.8%
MOS vs INCY
+133.6%
-164.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.5% |
| 7D | -2.6% | +3.1% | -5.7% | -2.9% |
| 30D | +13.5% | +12.0% | +1.4% | +12.3% |
| 3M | -2.9% | +0.8% | -3.7% | -3.0% |
| 6M | -1.0% | +22.8% | -23.8% | -2.3% |
| YTD | -7.2% | +23.2% | -30.4% | -8.8% |
| 1Y | -11.4% | +12.4% | -23.8% | -12.2% |
| All | -30.8% | +133.6% | -164.4% | -36.3% |
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