-9.6%
MOS vs INCY
+67.3%
-76.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | +9.5% | +1.9% | +7.6% | +9.2% |
| 30D | +10.4% | +5.8% | +4.6% | +9.4% |
| 3M | +12.9% | +25.2% | -12.3% | +8.6% |
| 6M | +1.2% | +28.2% | -27.0% | -3.2% |
| YTD | +9.3% | +28.3% | -19.0% | +4.0% |
| 1Y | -18.0% | +48.3% | -66.3% | -24.7% |
| 3Y | -29.0% | +95.9% | -125.0% | -40.6% |
| All | -9.6% | +67.3% | -76.8% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling