+194.3%
MPWR vs INCY
+124.7%
+69.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +1.9% | +14.7% | +16.2% |
| 7D | +11.6% | +1.5% | +10.0% | +11.3% |
| 30D | +0.1% | +8.1% | -7.9% | -1.4% |
| 3M | -0.8% | +1.1% | -1.9% | -1.2% |
| 6M | -13.0% | +23.7% | -36.7% | -18.8% |
| YTD | +53.9% | +23.4% | +30.5% | +43.3% |
| 1Y | +45.8% | +15.0% | +30.8% | +38.2% |
| 3Y | +194.3% | +132.1% | +62.2% | +118.0% |
| All | +194.3% | +124.7% | +69.6% | +118.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling