+255.3%
MRVL vs INCY
+41.2%
+214.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +3.9% |
| 7D | +5.6% | -4.2% | +9.8% | +5.3% |
| 30D | +8.8% | +0.6% | +8.2% | +9.0% |
| 3M | -15.9% | +12.6% | -28.5% | -15.0% |
| 6M | +161.3% | +28.3% | +132.9% | +157.7% |
| YTD | +178.2% | +23.0% | +155.3% | +176.7% |
| 1Y | +255.3% | +41.0% | +214.3% | +271.1% |
| All | +255.3% | +41.2% | +214.1% | +271.1% |
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