+102.8%
MSI vs INCY
+69.5%
+33.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +1.2% |
| 7D | -1.8% | -3.7% | +1.9% | -1.3% |
| 30D | -0.6% | +1.8% | -2.5% | -0.9% |
| 3M | +13.0% | +17.0% | -3.9% | +10.5% |
| 6M | +0.5% | +28.4% | -27.9% | -3.1% |
| YTD | +21.7% | +24.8% | -3.1% | +17.5% |
| 1Y | -2.6% | +42.9% | -45.5% | -8.2% |
| 3Y | +69.7% | +92.7% | -23.0% | +49.3% |
| 5Y | +102.8% | +73.3% | +29.4% | +81.2% |
| All | +102.8% | +69.5% | +33.3% | +81.2% |
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