-2.6%
MSI vs INCY
+43.7%
-46.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +1.0% |
| 7D | -1.8% | -3.7% | +1.9% | -1.6% |
| 30D | -0.6% | +1.8% | -2.5% | -0.7% |
| 3M | +13.0% | +17.0% | -3.9% | +12.8% |
| 6M | +0.5% | +28.4% | -27.9% | +0.4% |
| YTD | +21.7% | +24.8% | -3.1% | +21.9% |
| 1Y | -2.6% | +42.9% | -45.5% | -0.7% |
| All | -2.6% | +43.7% | -46.3% | -0.7% |
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