+1,046.2%
MSTR vs INCY
+623.6%
+422.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.3% |
| 7D | -10.7% | +2.3% | -13.0% | -11.1% |
| 30D | -21.6% | +6.7% | -28.2% | -22.7% |
| 3M | +24.4% | -1.0% | +25.4% | +24.4% |
| 6M | -35.5% | +22.1% | -57.5% | -38.7% |
| YTD | -20.3% | +21.8% | -42.1% | -24.2% |
| 1Y | -49.3% | +13.5% | -62.8% | -51.1% |
| 3Y | +137.8% | +129.4% | +8.4% | +95.0% |
| 5Y | +48.3% | +84.0% | -35.7% | +28.9% |
| 10Y | +526.8% | +14.9% | +511.9% | +465.2% |
| All | +1,046.2% | +623.6% | +422.6% | +291.7% |
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