+45.4%
MRK vs INCY
+89.7%
-44.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.2% |
| 7D | -4.3% | -4.2% | -0.1% | -3.3% |
| 30D | +8.3% | +0.6% | +7.7% | +8.3% |
| 3M | +20.0% | +12.6% | +7.4% | +17.2% |
| 6M | +25.7% | +28.3% | -2.7% | +19.5% |
| YTD | +38.7% | +23.0% | +15.8% | +32.6% |
| 1Y | +74.7% | +41.0% | +33.7% | +62.2% |
| 3Y | +45.4% | +88.6% | -43.2% | +24.5% |
| All | +45.4% | +89.7% | -44.3% | +24.5% |
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