-56.4%
MSTR vs INCY
+45.3%
-101.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | +12.2% | +1.9% | +10.3% | +11.3% |
| 30D | +45.2% | +5.8% | +39.4% | +42.7% |
| 3M | +10.4% | +25.2% | -14.8% | +1.5% |
| 6M | -2.5% | +28.2% | -30.7% | -11.6% |
| YTD | -6.0% | +28.3% | -34.4% | -14.6% |
| 1Y | -56.4% | +48.3% | -104.8% | -63.4% |
| All | -56.4% | +45.3% | -101.7% | -63.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling