+84.8%
MRK vs INCY
+45.3%
+39.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +1.3% | +1.9% | -0.6% | +0.8% |
| 30D | +17.1% | +5.8% | +11.3% | +15.6% |
| 3M | +25.9% | +25.2% | +0.7% | +19.4% |
| 6M | +26.8% | +28.2% | -1.4% | +19.5% |
| YTD | +44.9% | +28.3% | +16.6% | +35.8% |
| 1Y | +84.8% | +48.3% | +36.5% | +62.1% |
| All | +84.8% | +45.3% | +39.6% | +62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling