-19.4%
MSFU vs INCY
+43.7%
-63.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.1% |
| 7D | -6.9% | -3.7% | -3.3% | -7.2% |
| 30D | -5.1% | +1.8% | -7.0% | -5.0% |
| 3M | +44.6% | +17.0% | +27.7% | +43.6% |
| 6M | +32.8% | +28.4% | +4.4% | +30.6% |
| YTD | -10.1% | +24.8% | -34.9% | -10.9% |
| 1Y | -19.4% | +42.9% | -62.3% | -20.2% |
| All | -19.4% | +43.7% | -63.1% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling