+176.8%
MS vs INCY
+132.2%
+44.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +5.1% | +1.1% | +4.0% | +4.9% |
| 30D | +5.7% | +8.4% | -2.8% | +4.2% |
| 3M | -12.2% | +0.4% | -12.5% | -12.3% |
| 6M | -0.5% | +22.4% | -22.9% | -4.9% |
| YTD | +9.8% | +22.5% | -12.7% | +4.6% |
| 1Y | +17.7% | +14.8% | +3.0% | +13.6% |
| 3Y | +176.8% | +127.7% | +49.1% | +127.4% |
| All | +176.8% | +132.2% | +44.6% | +127.4% |
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