+265.1%
MU vs INCY
+20.6%
+244.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.5% | -11.5% | -7.4% |
| 7D | -19.1% | +5.1% | -24.2% | -19.6% |
| 30D | -25.2% | +7.6% | -32.9% | -26.0% |
| 3M | -10.9% | +1.9% | -12.8% | -11.0% |
| 6M | +38.0% | +26.5% | +11.5% | +23.7% |
| YTD | +178.8% | +24.4% | +154.5% | +150.9% |
| 1Y | +265.1% | +19.4% | +245.8% | +233.5% |
| All | +265.1% | +20.6% | +244.5% | +233.5% |
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 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