+1,252.0%
MSTR vs INCY
+662.4%
+589.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +12.2% | +1.9% | +10.3% | +11.6% |
| 30D | +45.2% | +5.8% | +39.4% | +43.5% |
| 3M | +10.4% | +25.2% | -14.8% | +4.6% |
| 6M | -2.5% | +28.2% | -30.7% | -8.1% |
| YTD | -6.0% | +28.3% | -34.4% | -11.4% |
| 1Y | -56.4% | +48.3% | -104.8% | -60.3% |
| 3Y | +306.3% | +95.9% | +210.3% | +244.6% |
| 5Y | +100.5% | +66.6% | +33.9% | +77.4% |
| 10Y | +741.1% | +54.5% | +686.6% | +612.3% |
| All | +1,252.0% | +662.4% | +589.5% | +357.9% |
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