+719.8%
MU vs INCY
+45.3%
+674.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.3% |
| 7D | +9.0% | +1.9% | +7.1% | +8.6% |
| 30D | +13.8% | +5.8% | +8.0% | +12.6% |
| 3M | +2.1% | +25.2% | -23.1% | -6.7% |
| 6M | +153.8% | +28.2% | +125.6% | +128.7% |
| YTD | +256.4% | +28.3% | +228.1% | +221.5% |
| 1Y | +719.8% | +48.3% | +671.4% | +592.4% |
| All | +719.8% | +45.3% | +674.5% | +592.4% |
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 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