+2,417.1%
MSCI vs INCY
+1,389.4%
+1,027.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +0.4% | +1.9% | -1.5% | -0.1% |
| 30D | +0.6% | +5.8% | -5.2% | -0.8% |
| 3M | -7.1% | +25.2% | -32.3% | -12.2% |
| 6M | +0.8% | +28.2% | -27.4% | -5.5% |
| YTD | +1.0% | +28.3% | -27.3% | -5.5% |
| 1Y | +4.3% | +48.3% | -44.0% | -6.0% |
| 3Y | +9.9% | +95.9% | -86.0% | -9.3% |
| 5Y | -6.8% | +66.6% | -73.3% | -20.6% |
| 10Y | +614.7% | +54.5% | +560.1% | +483.8% |
| All | +2,417.1% | +1,389.4% | +1,027.7% | +763.7% |
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 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