+794.2%
MS vs INCY
+51.3%
+742.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | 0.0% | +3.2% | -3.2% | -0.8% |
| 3M | +2.4% | +23.6% | -21.2% | -3.1% |
| 6M | +36.4% | +29.7% | +6.7% | +27.3% |
| YTD | +23.8% | +25.9% | -2.1% | +16.1% |
| 1Y | +48.6% | +43.7% | +4.9% | +34.6% |
| 3Y | +179.1% | +94.4% | +84.7% | +130.2% |
| 5Y | +144.8% | +68.0% | +76.9% | +106.9% |
| 10Y | +794.2% | +52.5% | +741.7% | +530.1% |
| All | +794.2% | +51.3% | +742.8% | +530.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling