-34.4%
MOS vs INCY
+83.5%
-117.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -2.0% | +1.1% | -3.1% | -2.2% |
| 30D | +15.3% | +8.4% | +6.9% | +13.8% |
| 3M | +1.5% | +0.4% | +1.1% | +1.4% |
| 6M | -2.0% | +22.4% | -24.4% | -5.2% |
| YTD | -6.5% | +22.5% | -29.0% | -10.1% |
| 1Y | -11.1% | +14.8% | -25.8% | -13.6% |
| 3Y | -30.3% | +127.7% | -158.0% | -44.8% |
| All | -34.4% | +83.5% | -117.9% | -44.7% |
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