-11.7%
MP vs INCY
+43.8%
-55.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.5% |
| 7D | +3.0% | -0.5% | +3.5% | +3.0% |
| 30D | +8.3% | +3.2% | +5.1% | +8.7% |
| 3M | -3.8% | +23.6% | -27.4% | -2.9% |
| 6M | -4.9% | +29.7% | -34.6% | -4.4% |
| YTD | +9.6% | +25.9% | -16.3% | +12.1% |
| 1Y | -11.7% | +43.7% | -55.4% | +1.5% |
| All | -11.7% | +43.8% | -55.6% | +1.5% |
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 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