+58.1%
MP vs INCY
+67.3%
-9.1%
-82.0%
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% | +1.7% |
| 7D | -2.9% | +1.9% | -4.8% | -3.4% |
| 30D | +13.8% | +5.8% | +8.0% | +12.0% |
| 3M | -16.7% | +25.2% | -41.9% | -23.2% |
| 6M | -11.5% | +28.2% | -39.7% | -19.4% |
| YTD | +7.9% | +28.3% | -20.4% | -2.0% |
| 1Y | -15.0% | +48.3% | -63.4% | -27.9% |
| 3Y | +153.5% | +95.9% | +57.6% | +83.6% |
| All | +58.1% | +67.3% | -9.1% | +18.9% |
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