+321.2%
MRVL vs INCY
+96.8%
+224.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +4.1% |
| 7D | +13.8% | -2.2% | +16.0% | +14.2% |
| 30D | +12.7% | +3.7% | +9.0% | +12.1% |
| 3M | -11.9% | +22.1% | -34.0% | -15.6% |
| 6M | +153.8% | +29.8% | +124.1% | +138.7% |
| YTD | +177.0% | +27.6% | +149.4% | +160.9% |
| 1Y | +252.3% | +47.2% | +205.1% | +218.9% |
| All | +321.2% | +96.8% | +224.4% | +221.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling