+15.5%
MSCI vs INCY
+12.0%
+3.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | +2.7% | +2.3% | +0.4% | +2.4% |
| 30D | +16.2% | +6.7% | +9.6% | +15.2% |
| 3M | +17.1% | -1.0% | +18.1% | +16.9% |
| 6M | +13.0% | +22.1% | -9.0% | +8.5% |
| YTD | +15.8% | +21.8% | -6.0% | +12.6% |
| 1Y | +15.5% | +13.5% | +2.0% | +12.1% |
| All | +15.5% | +12.0% | +3.5% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling