-11.4%
MSCI vs INCY
+67.2%
-78.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.4% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | -1.7% | +3.2% | -4.9% | -2.5% |
| 3M | -8.2% | +23.6% | -31.8% | -12.9% |
| 6M | -2.4% | +29.7% | -32.1% | -8.6% |
| YTD | -2.8% | +25.9% | -28.8% | -8.4% |
| 1Y | -2.7% | +43.7% | -46.4% | -11.5% |
| 3Y | +7.3% | +94.4% | -87.1% | -12.5% |
| 5Y | -11.4% | +68.0% | -79.4% | -25.7% |
| All | -11.4% | +67.2% | -78.6% | -25.7% |
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 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