+1,743.1%
MRVL vs INCY
+188.1%
+1,555.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.0% | +8.0% | +7.3% |
| 7D | +3.2% | +1.9% | +1.3% | +2.7% |
| 30D | +5.9% | +5.8% | +0.1% | +4.6% |
| 3M | -29.3% | +25.2% | -54.5% | -33.6% |
| 6M | +186.5% | +28.2% | +158.3% | +167.0% |
| YTD | +163.4% | +28.3% | +135.1% | +145.0% |
| 1Y | +249.5% | +48.3% | +201.1% | +212.8% |
| 3Y | +289.4% | +95.9% | +193.4% | +220.5% |
| 5Y | +270.2% | +66.6% | +203.7% | +215.5% |
| 10Y | +1,748.8% | +54.5% | +1,694.3% | +1,423.1% |
| All | +1,743.1% | +188.1% | +1,555.0% | +589.3% |
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 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