+37.5%
MTZ vs INCY
+45.9%
-8.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.4% |
| 7D | +2.3% | -2.2% | +4.5% | +2.6% |
| 30D | -10.3% | +3.7% | -14.0% | -10.9% |
| 3M | -31.8% | +22.1% | -53.9% | -35.0% |
| 6M | -19.2% | +29.8% | -49.0% | -24.5% |
| YTD | +10.7% | +27.6% | -16.9% | +4.4% |
| 1Y | +37.5% | +47.2% | -9.7% | +27.0% |
| All | +37.5% | +45.9% | -8.3% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling