+285.6%
MRVL vs INCY
+69.3%
+216.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.4% |
| 7D | +5.6% | -4.2% | +9.8% | +6.8% |
| 30D | +8.8% | +0.6% | +8.2% | +8.7% |
| 3M | -15.9% | +12.6% | -28.5% | -19.4% |
| 6M | +161.3% | +28.3% | +132.9% | +138.6% |
| YTD | +178.2% | +23.0% | +155.3% | +156.7% |
| 1Y | +255.3% | +41.0% | +214.3% | +210.9% |
| 3Y | +323.1% | +88.6% | +234.5% | +222.2% |
| All | +285.6% | +69.3% | +216.3% | +210.3% |
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