-11.5%
MP vs INCY
+27.8%
-39.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.3% |
| 7D | -2.9% | +1.9% | -4.8% | -2.6% |
| 30D | +13.8% | +5.8% | +8.0% | +15.0% |
| 3M | -16.7% | +25.2% | -41.9% | -13.7% |
| 6M | -11.5% | +28.2% | -39.7% | -7.5% |
| All | -11.5% | +27.8% | -39.3% | -7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling