-60.6%
MSTR vs INCY
+43.7%
-104.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -1.0% | -2.4% |
| 7D | -11.2% | -3.7% | -7.5% | -10.1% |
| 30D | +33.8% | +1.8% | +32.0% | +33.2% |
| 3M | +11.5% | +17.0% | -5.5% | +5.5% |
| 6M | -7.2% | +28.4% | -35.5% | -16.1% |
| YTD | -15.4% | +24.8% | -40.2% | -22.3% |
| 1Y | -60.6% | +42.9% | -103.6% | -66.1% |
| All | -60.6% | +43.7% | -104.3% | -66.1% |
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 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