+254.1%
MP vs INCY
+14.1%
+240.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.6% | +4.6% |
| 7D | -10.5% | -0.6% | -9.9% | -10.4% |
| 30D | -23.5% | +5.5% | -29.0% | -24.7% |
| 3M | -25.4% | +1.1% | -26.5% | -25.7% |
| 6M | -51.3% | +19.8% | -71.1% | -54.2% |
| YTD | -29.9% | +21.1% | -51.0% | -34.6% |
| 1Y | -31.8% | +13.7% | -45.6% | -35.2% |
| 3Y | +127.0% | +119.3% | +7.7% | +66.2% |
| 5Y | -3.3% | +76.3% | -79.6% | -22.0% |
| All | +254.1% | +14.1% | +240.0% | +203.2% |
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