-34.6%
MP vs INCY
+20.6%
-55.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.5% | -9.5% | -5.5% |
| 7D | -12.5% | +5.1% | -17.7% | -13.0% |
| 30D | -23.3% | +7.6% | -31.0% | -23.9% |
| 3M | -24.4% | +1.9% | -26.2% | -24.2% |
| 6M | -45.8% | +26.5% | -72.2% | -47.6% |
| YTD | -28.9% | +24.4% | -53.3% | -31.5% |
| 1Y | -34.6% | +19.4% | -54.0% | -35.8% |
| All | -34.6% | +20.6% | -55.2% | -35.8% |
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