+445.3%
MP vs INCY
+20.9%
+424.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.2% |
| 3M | -16.7% | +25.2% | -41.9% | -22.4% |
| 6M | -11.5% | +28.2% | -39.7% | -18.4% |
| YTD | +7.9% | +28.3% | -20.4% | -0.6% |
| 1Y | -15.0% | +48.3% | -63.4% | -26.0% |
| 3Y | +153.5% | +95.9% | +57.6% | +94.6% |
| 5Y | +58.7% | +66.6% | -7.9% | +28.0% |
| All | +445.3% | +20.9% | +424.4% | +360.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling