-15.1%
MP vs INCY
+75.2%
-90.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.6% | +4.5% |
| 7D | -10.5% | -0.6% | -9.9% | -10.4% |
| 30D | -23.5% | +5.5% | -29.0% | -24.9% |
| 3M | -25.4% | +1.1% | -26.5% | -25.7% |
| 6M | -51.3% | +19.8% | -71.1% | -54.8% |
| YTD | -29.9% | +21.1% | -51.0% | -35.5% |
| 1Y | -31.8% | +13.7% | -45.6% | -35.9% |
| 3Y | +127.0% | +119.3% | +7.7% | +47.6% |
| All | -15.1% | +75.2% | -90.3% | -36.7% |
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