+2,785.5%
MSCI vs INCY
+1,313.6%
+1,471.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | +2.7% | +2.3% | +0.4% | +2.1% |
| 30D | +16.2% | +6.7% | +9.6% | +14.5% |
| 3M | +17.1% | -1.0% | +18.1% | +17.1% |
| 6M | +13.0% | +22.1% | -9.0% | +7.1% |
| YTD | +15.8% | +21.8% | -6.0% | +9.5% |
| 1Y | +15.5% | +13.5% | +2.0% | +10.9% |
| 3Y | +32.3% | +129.4% | -97.1% | +5.1% |
| 5Y | +8.2% | +84.0% | -75.8% | -9.8% |
| 10Y | +800.7% | +14.9% | +785.8% | +688.1% |
| All | +2,785.5% | +1,313.6% | +1,471.8% | +900.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling