+267.1%
MTZ vs INCY
+128.1%
+139.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -4.1% |
| 7D | -8.7% | +2.3% | -11.0% | -9.1% |
| 30D | -15.0% | +6.7% | -21.6% | -15.9% |
| 3M | -32.6% | -1.0% | -31.6% | -32.7% |
| 6M | -56.3% | +22.1% | -78.4% | -58.5% |
| YTD | -16.8% | +21.8% | -38.6% | -21.0% |
| 1Y | -10.0% | +13.5% | -23.6% | -13.5% |
| 3Y | +267.1% | +129.4% | +137.7% | +194.7% |
| All | +267.1% | +128.1% | +139.0% | +194.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling