+67.6%
MSI vs INCY
+96.8%
-29.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -4.0% | -2.2% | -1.8% | -3.8% |
| 30D | -0.5% | +3.7% | -4.1% | -0.8% |
| 3M | +11.4% | +22.1% | -10.7% | +9.7% |
| 6M | +1.0% | +29.8% | -28.8% | -1.1% |
| YTD | +20.7% | +27.6% | -6.9% | +18.2% |
| 1Y | -2.7% | +47.2% | -49.9% | -6.0% |
| All | +67.6% | +96.8% | -29.2% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling