+604.3%
MTUM vs INCY
+469.2%
+135.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | +0.7% | -4.2% | +4.9% | +1.5% |
| 30D | -2.4% | +0.6% | -3.0% | -2.6% |
| 3M | -3.6% | +12.6% | -16.3% | -6.2% |
| 6M | +23.7% | +28.3% | -4.7% | +17.4% |
| YTD | +22.9% | +23.0% | -0.1% | +17.4% |
| 1Y | +21.8% | +41.0% | -19.2% | +13.0% |
| 3Y | +114.4% | +88.6% | +25.9% | +85.1% |
| 5Y | +79.6% | +70.8% | +8.8% | +56.8% |
| 10Y | +356.2% | +53.5% | +302.7% | +290.3% |
| All | +604.3% | +469.2% | +135.1% | +421.0% |
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