+1,269.7%
MSI vs INCY
+6,351.7%
-5,082.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | +3.2% | +1.1% | +2.1% | +3.1% |
| 30D | +17.6% | +8.4% | +9.2% | +16.0% |
| 3M | +14.5% | +0.4% | +14.1% | +14.2% |
| 6M | +34.3% | +22.4% | +11.8% | +29.5% |
| YTD | +39.7% | +22.5% | +17.2% | +34.3% |
| 1Y | +40.2% | +14.8% | +25.4% | +36.0% |
| 3Y | +77.1% | +127.7% | -50.6% | +51.7% |
| 5Y | +124.0% | +84.4% | +39.7% | +97.5% |
| 10Y | +665.5% | +15.7% | +649.7% | +593.9% |
| All | +1,269.7% | +6,351.7% | -5,082.0% | +398.1% |
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