+11,439.0%
MTZ vs INCY
+6,660.0%
+4,779.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | -1.6% | +1.9% | -3.5% | -1.9% |
| 30D | -11.1% | +5.8% | -16.9% | -12.0% |
| 3M | -36.7% | +25.2% | -61.9% | -39.4% |
| 6M | -21.9% | +28.2% | -50.2% | -25.7% |
| YTD | +9.1% | +28.3% | -19.2% | +3.8% |
| 1Y | +30.0% | +48.3% | -18.4% | +20.2% |
| 3Y | +138.5% | +95.9% | +42.5% | +107.1% |
| 5Y | +158.3% | +66.6% | +91.8% | +129.3% |
| 10Y | +700.8% | +54.5% | +646.2% | +590.1% |
| All | +11,439.0% | +6,660.0% | +4,779.0% | +3,345.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling