+14,479.0%
MPWR vs INCY
+1,155.0%
+13,324.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -2.6% | +1.9% | -4.5% | -3.1% |
| 30D | -9.0% | +5.8% | -14.8% | -10.3% |
| 3M | -25.8% | +25.2% | -51.0% | -30.4% |
| 6M | +11.8% | +28.2% | -16.5% | +4.1% |
| YTD | +35.5% | +28.3% | +7.2% | +26.1% |
| 1Y | +45.3% | +48.3% | -3.0% | +30.1% |
| 3Y | +138.5% | +95.9% | +42.5% | +96.5% |
| 5Y | +152.8% | +66.6% | +86.2% | +115.6% |
| 10Y | +1,616.6% | +54.5% | +1,562.1% | +1,333.9% |
| All | +14,479.0% | +1,155.0% | +13,324.1% | +6,092.2% |
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