+3,215.7%
MPC vs INCY
+560.6%
+2,655.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +3.1% |
| 7D | +2.6% | -0.5% | +3.1% | +2.7% |
| 30D | -12.2% | +9.8% | -22.0% | -14.0% |
| 3M | +20.1% | +1.0% | +19.1% | +19.4% |
| 6M | +60.6% | +21.9% | +38.7% | +52.9% |
| YTD | +150.6% | +23.8% | +126.8% | +136.3% |
| 1Y | +104.7% | +13.0% | +91.6% | +96.5% |
| 3Y | +194.5% | +133.2% | +61.3% | +135.2% |
| 5Y | +582.3% | +87.8% | +494.5% | +466.0% |
| 10Y | +1,135.3% | +17.0% | +1,118.3% | +968.7% |
| All | +3,215.7% | +560.6% | +2,655.2% | +1,446.8% |
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