+2,805.7%
MRSH vs INCY
+6,378.4%
-3,572.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -4.8% | -4.2% | -0.6% | -4.3% |
| 30D | -6.3% | +0.6% | -6.9% | -6.4% |
| 3M | +5.8% | +12.6% | -6.8% | +4.4% |
| 6M | +2.8% | +28.3% | -25.5% | 0.0% |
| YTD | -3.1% | +23.0% | -26.1% | -5.6% |
| 1Y | -11.3% | +41.0% | -52.2% | -14.9% |
| 3Y | -5.0% | +88.6% | -93.6% | -12.4% |
| 5Y | +19.2% | +70.8% | -51.6% | +10.5% |
| 10Y | +217.4% | +53.5% | +163.9% | +189.1% |
| All | +2,805.7% | +6,378.4% | -3,572.7% | +1,483.6% |
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