+442.2%
MTZ vs INCY
+14.6%
+427.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -4.0% |
| 7D | -8.7% | +2.3% | -11.0% | -9.3% |
| 30D | -15.0% | +6.7% | -21.6% | -16.4% |
| 3M | -32.6% | -1.0% | -31.6% | -32.8% |
| 6M | -56.3% | +22.1% | -78.4% | -58.9% |
| YTD | -16.8% | +21.8% | -38.6% | -21.8% |
| 1Y | -10.0% | +13.5% | -23.6% | -14.1% |
| 3Y | +267.1% | +129.4% | +137.7% | +186.1% |
| 5Y | +89.9% | +84.0% | +5.9% | +55.3% |
| 10Y | +442.2% | +14.9% | +427.4% | +355.3% |
| All | +442.2% | +14.6% | +427.7% | +355.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling