+847.5%
MSCI vs INCY
+15.3%
+832.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +3.0% | +1.1% | +1.9% | +2.7% |
| 30D | +17.8% | +8.4% | +9.4% | +15.3% |
| 3M | +15.2% | +0.4% | +14.8% | +14.7% |
| 6M | +16.5% | +22.4% | -5.9% | +9.5% |
| YTD | +16.4% | +22.5% | -6.1% | +9.1% |
| 1Y | +16.8% | +14.8% | +2.0% | +11.2% |
| 3Y | +35.8% | +127.7% | -92.0% | +3.1% |
| 5Y | +7.0% | +84.4% | -77.4% | -13.6% |
| All | +847.5% | +15.3% | +832.1% | +666.5% |
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