+631.0%
MSCI vs INCY
+56.1%
+574.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | -1.1% | -2.2% | +1.1% | -0.5% |
| 30D | -1.2% | +3.7% | -4.8% | -2.2% |
| 3M | -8.4% | +22.1% | -30.5% | -13.4% |
| 6M | -1.0% | +29.8% | -30.8% | -8.1% |
| YTD | -2.3% | +27.6% | -29.8% | -9.0% |
| 1Y | -1.2% | +47.2% | -48.4% | -11.8% |
| 3Y | +7.9% | +97.0% | -89.0% | -13.6% |
| 5Y | -10.1% | +73.4% | -83.4% | -25.8% |
| 10Y | +631.0% | +59.2% | +571.7% | +466.9% |
| All | +631.0% | +56.1% | +574.8% | +466.9% |
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