+4,217.3%
MS vs INCY
+6,281.3%
-2,064.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -1.6% | -0.6% | -0.9% | -1.4% |
| 30D | -3.8% | +5.5% | -9.3% | -4.9% |
| 3M | -14.6% | +1.1% | -15.7% | -15.0% |
| 6M | -5.1% | +19.8% | -24.9% | -9.1% |
| YTD | +4.5% | +21.1% | -16.6% | -0.4% |
| 1Y | +13.5% | +13.7% | -0.2% | +9.4% |
| 3Y | +160.4% | +119.3% | +41.1% | +116.6% |
| 5Y | +112.9% | +76.3% | +36.5% | +83.7% |
| 10Y | +633.4% | +36.6% | +596.8% | +529.7% |
| All | +4,217.3% | +6,281.3% | -2,064.0% | +1,392.7% |
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 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