+872.1%
MSFT vs INCY
+56.5%
+815.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.6% |
| 7D | -3.5% | -3.7% | +0.2% | -2.7% |
| 30D | -2.1% | +1.8% | -3.9% | -2.6% |
| 3M | +24.2% | +17.0% | +7.2% | +19.2% |
| 6M | +21.9% | +28.4% | -6.5% | +14.2% |
| YTD | +2.5% | +24.8% | -22.3% | -3.7% |
| 1Y | -0.8% | +42.9% | -43.7% | -10.1% |
| 3Y | +50.8% | +92.7% | -41.9% | +23.2% |
| 5Y | +73.5% | +73.3% | +0.2% | +44.4% |
| All | +872.1% | +56.5% | +815.6% | +703.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling