+499.5%
MRNA vs INCY
+45.3%
+454.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -1.1% |
| 7D | +5.5% | +1.9% | +3.6% | +3.1% |
| 30D | +158.7% | +5.8% | +152.9% | +156.3% |
| 3M | +182.1% | +25.2% | +156.9% | +155.3% |
| 6M | +151.8% | +28.2% | +123.6% | +123.4% |
| YTD | +393.6% | +28.3% | +365.2% | +333.4% |
| 1Y | +499.5% | +48.3% | +451.1% | +374.3% |
| All | +499.5% | +45.3% | +454.2% | +374.3% |
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