+118.8%
MRVL vs INCY
+83.5%
+35.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.5% |
| 7D | +11.0% | +1.1% | +9.9% | +10.8% |
| 30D | -36.1% | +8.4% | -44.5% | -37.4% |
| 3M | -29.4% | +0.4% | -29.8% | -29.5% |
| 6M | -11.9% | +22.4% | -34.3% | -18.6% |
| YTD | +84.8% | +22.5% | +62.3% | +69.6% |
| 1Y | +79.4% | +14.8% | +64.7% | +68.6% |
| 3Y | +195.7% | +127.7% | +68.0% | +98.2% |
| All | +118.8% | +83.5% | +35.4% | +70.7% |
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