-65.7%
MRNA vs INCY
+69.3%
-135.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.8% | +6.5% |
| 7D | -1.1% | -4.2% | +3.1% | +2.1% |
| 30D | +126.1% | +0.6% | +125.5% | +131.0% |
| 3M | +190.0% | +12.6% | +177.4% | +173.7% |
| 6M | +157.2% | +28.3% | +128.9% | +123.0% |
| YTD | +388.2% | +23.0% | +365.2% | +332.8% |
| 1Y | +467.0% | +41.0% | +426.1% | +356.6% |
| 3Y | +36.1% | +88.6% | -52.5% | -13.7% |
| All | -65.7% | +69.3% | -135.0% | -77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling