+2,763.0%
MRK vs INCY
+6,620.5%
-3,857.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -2.7% | -2.2% | -0.5% | -2.5% |
| 30D | +12.7% | +3.7% | +9.0% | +12.4% |
| 3M | +24.2% | +22.1% | +2.2% | +22.0% |
| 6M | +27.8% | +29.8% | -2.0% | +24.8% |
| YTD | +42.2% | +27.6% | +14.6% | +38.9% |
| 1Y | +80.2% | +47.2% | +33.0% | +73.6% |
| 3Y | +48.4% | +97.0% | -48.6% | +38.4% |
| 5Y | +133.6% | +73.4% | +60.2% | +119.2% |
| 10Y | +236.2% | +59.2% | +177.0% | +211.3% |
| All | +2,763.0% | +6,620.5% | -3,857.5% | +1,388.4% |
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