+46.2%
MSFT vs INCY
+132.2%
-86.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -1.3% | +1.1% | -2.4% | -1.3% |
| 30D | -1.8% | +8.4% | -10.3% | -2.1% |
| 3M | +5.6% | +0.4% | +5.3% | +5.6% |
| 6M | +29.8% | +22.4% | +7.4% | +27.9% |
| YTD | +9.0% | +22.5% | -13.5% | +7.3% |
| 1Y | +4.9% | +14.8% | -9.8% | +3.7% |
| 3Y | +46.2% | +127.7% | -81.5% | +37.3% |
| All | +46.2% | +132.2% | -86.0% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling