+113.8%
MSTR vs INCY
+67.2%
+46.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -3.5% |
| 7D | +9.3% | -0.5% | +9.8% | +9.5% |
| 30D | +36.5% | +3.2% | +33.3% | +34.6% |
| 3M | +7.3% | +23.6% | -16.3% | -4.4% |
| 6M | +2.2% | +29.7% | -27.4% | -11.4% |
| YTD | -10.2% | +25.9% | -36.1% | -21.1% |
| 1Y | -58.6% | +43.7% | -102.3% | -66.4% |
| 3Y | +283.2% | +94.4% | +188.7% | +145.4% |
| 5Y | +113.8% | +68.0% | +45.8% | +55.2% |
| All | +113.8% | +67.2% | +46.6% | +55.2% |
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