+3.8%
MSCI vs INCY
+75.2%
-71.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.6% |
| 7D | +2.8% | -0.6% | +3.4% | +3.0% |
| 30D | +15.4% | +5.5% | +9.9% | +14.0% |
| 3M | +13.4% | +1.1% | +12.3% | +12.8% |
| 6M | +10.9% | +19.8% | -8.9% | +5.5% |
| YTD | +13.0% | +21.1% | -8.2% | +7.0% |
| 1Y | +12.0% | +13.7% | -1.7% | +7.5% |
| 3Y | +34.1% | +119.3% | -85.2% | +0.9% |
| All | +3.8% | +75.2% | -71.4% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling