+76.3%
MSFU vs INCY
+83.4%
-7.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -4.1% |
| 7D | -5.7% | +1.9% | -7.6% | -5.9% |
| 30D | +4.2% | +5.8% | -1.6% | +3.5% |
| 3M | +27.9% | +25.2% | +2.7% | +23.5% |
| 6M | +37.1% | +28.2% | +8.9% | +31.8% |
| YTD | -7.4% | +28.3% | -35.7% | -11.1% |
| 1Y | -19.6% | +48.3% | -68.0% | -25.0% |
| 3Y | +33.2% | +95.9% | -62.7% | +17.5% |
| All | +76.3% | +83.4% | -7.0% | +44.1% |
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 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