+16,096.1%
MPWR vs INCY
+1,091.1%
+15,005.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | +2.2% | +2.3% | -0.1% | +1.7% |
| 30D | -2.1% | +6.7% | -8.7% | -3.7% |
| 3M | -1.6% | -1.0% | -0.5% | -1.6% |
| 6M | -14.9% | +22.1% | -37.0% | -20.0% |
| YTD | +50.5% | +21.8% | +28.7% | +41.5% |
| 1Y | +40.0% | +13.5% | +26.5% | +33.6% |
| 3Y | +175.0% | +129.4% | +45.5% | +117.7% |
| 5Y | +162.0% | +84.0% | +78.0% | +118.7% |
| 10Y | +1,791.8% | +14.9% | +1,777.0% | +1,585.0% |
| All | +16,096.1% | +1,091.1% | +15,005.0% | +6,848.2% |
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