+123.7%
MSI vs INCY
+86.9%
+36.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +2.6% | +3.1% | -0.5% | +2.1% |
| 30D | +18.1% | +12.0% | +6.1% | +16.0% |
| 3M | +13.2% | +0.8% | +12.4% | +12.8% |
| 6M | +36.3% | +22.8% | +13.5% | +31.6% |
| YTD | +39.5% | +23.2% | +16.3% | +34.1% |
| 1Y | +36.9% | +12.4% | +24.5% | +33.5% |
| 3Y | +76.1% | +132.1% | -56.0% | +42.5% |
| 5Y | +123.7% | +85.5% | +38.2% | +91.3% |
| All | +123.7% | +86.9% | +36.8% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling