+1,103.8%
MSI vs INCY
+6,660.0%
-5,556.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -3.7% | +1.9% | -5.6% | -4.0% |
| 30D | +6.8% | +5.8% | +1.0% | +5.8% |
| 3M | +14.3% | +25.2% | -10.9% | +10.1% |
| 6M | -1.6% | +28.2% | -29.8% | -5.7% |
| YTD | +22.8% | +28.3% | -5.5% | +17.4% |
| 1Y | -1.1% | +48.3% | -49.5% | -7.9% |
| 3Y | +70.5% | +95.9% | -25.5% | +49.7% |
| 5Y | +102.8% | +66.6% | +36.2% | +81.4% |
| 10Y | +597.4% | +54.5% | +542.9% | +504.1% |
| All | +1,103.8% | +6,660.0% | -5,556.2% | +335.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling