+753.2%
MTZ vs INCY
+56.1%
+697.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.5% |
| 7D | +2.3% | -2.2% | +4.5% | +2.8% |
| 30D | -10.3% | +3.7% | -14.0% | -11.2% |
| 3M | -31.8% | +22.1% | -53.9% | -35.6% |
| 6M | -19.2% | +29.8% | -49.0% | -24.9% |
| YTD | +10.7% | +27.6% | -16.9% | +3.2% |
| 1Y | +37.5% | +47.2% | -9.7% | +23.1% |
| 3Y | +162.4% | +97.0% | +65.4% | +112.7% |
| 5Y | +166.3% | +73.4% | +93.0% | +120.4% |
| 10Y | +753.2% | +59.2% | +693.9% | +541.5% |
| All | +753.2% | +56.1% | +697.0% | +541.5% |
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