+634.5%
MRNA vs INCY
+90.5%
+544.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +2.0% |
| 7D | -8.2% | -3.7% | -4.5% | -6.2% |
| 30D | +125.6% | +1.8% | +123.7% | +127.6% |
| 3M | +197.1% | +17.0% | +180.1% | +177.8% |
| 6M | +148.5% | +28.4% | +120.1% | +121.3% |
| YTD | +363.3% | +24.8% | +338.5% | +317.7% |
| 1Y | +462.0% | +42.9% | +419.1% | +371.0% |
| 3Y | +26.9% | +92.7% | -65.8% | -10.5% |
| 5Y | -69.6% | +73.3% | -142.9% | -77.4% |
| All | +634.5% | +90.5% | +544.0% | +369.0% |
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