+153.3%
MP vs INCY
+95.5%
+57.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | -2.9% | +1.9% | -4.8% | -3.2% |
| 30D | +13.8% | +5.8% | +8.0% | +12.7% |
| 3M | -16.7% | +25.2% | -41.9% | -20.8% |
| 6M | -11.5% | +28.2% | -39.7% | -16.5% |
| YTD | +7.9% | +28.3% | -20.4% | +1.7% |
| 1Y | -15.0% | +48.3% | -63.4% | -23.5% |
| All | +153.3% | +95.5% | +57.8% | +104.0% |
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