+50.1%
MSTR vs INCY
+78.8%
-28.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -1.0% |
| 7D | -1.2% | -0.6% | -0.6% | -0.8% |
| 30D | -15.9% | +5.5% | -21.4% | -18.4% |
| 3M | +33.1% | +1.1% | +32.1% | +31.7% |
| 6M | -31.0% | +19.8% | -50.8% | -38.8% |
| YTD | -15.1% | +21.1% | -36.3% | -25.5% |
| 1Y | -45.6% | +13.7% | -59.4% | -50.7% |
| 3Y | +180.5% | +119.3% | +61.2% | +48.7% |
| All | +50.1% | +78.8% | -28.8% | +5.3% |
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