+663.4%
MSI vs INCY
+15.3%
+648.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +3.2% | +1.1% | +2.1% | +3.1% |
| 30D | +17.6% | +8.4% | +9.2% | +15.9% |
| 3M | +14.5% | +0.4% | +14.1% | +14.2% |
| 6M | +34.3% | +22.4% | +11.8% | +29.0% |
| YTD | +39.7% | +22.5% | +17.2% | +33.7% |
| 1Y | +40.2% | +14.8% | +25.4% | +35.6% |
| 3Y | +77.1% | +127.7% | -50.6% | +47.0% |
| 5Y | +124.0% | +84.4% | +39.7% | +93.3% |
| All | +663.4% | +15.3% | +648.1% | +554.0% |
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