+72.3%
MSFT vs INCY
+69.9%
+2.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | -1.0% | -2.2% | +1.1% | -0.8% |
| 30D | -2.7% | +3.7% | -6.3% | -3.1% |
| 3M | +22.1% | +22.1% | 0.0% | +18.5% |
| 6M | +20.6% | +29.8% | -9.2% | +15.9% |
| YTD | +2.3% | +27.6% | -25.3% | -1.7% |
| 1Y | -0.5% | +47.2% | -47.8% | -6.8% |
| 3Y | +50.5% | +97.0% | -46.4% | +31.8% |
| 5Y | +72.3% | +73.4% | -1.0% | +55.9% |
| All | +72.3% | +69.9% | +2.5% | +55.9% |
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