+156.5%
MTZ vs INCY
+100.4%
+56.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | -1.6% | +1.9% | -3.5% | -2.0% |
| 30D | -11.1% | +5.8% | -16.9% | -12.2% |
| 3M | -36.7% | +25.2% | -61.9% | -40.2% |
| 6M | -21.9% | +28.2% | -50.2% | -26.8% |
| YTD | +9.1% | +28.3% | -19.2% | +2.2% |
| 1Y | +30.0% | +48.3% | -18.4% | +17.5% |
| All | +156.5% | +100.4% | +56.1% | +96.9% |
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