+6,169.9%
MU vs INCY
+56.1%
+6,113.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.4% |
| 7D | +7.5% | -2.2% | +9.7% | +8.2% |
| 30D | +19.4% | +3.7% | +15.7% | +17.9% |
| 3M | +9.8% | +22.1% | -12.2% | +1.8% |
| 6M | +164.1% | +29.8% | +134.4% | +139.4% |
| YTD | +260.3% | +27.6% | +232.7% | +228.6% |
| 1Y | +661.2% | +47.2% | +614.0% | +561.2% |
| 3Y | +1,380.8% | +97.0% | +1,283.9% | +1,035.1% |
| 5Y | +1,346.4% | +73.4% | +1,273.0% | +1,038.7% |
| 10Y | +6,169.9% | +59.2% | +6,110.7% | +4,922.6% |
| All | +6,169.9% | +56.1% | +6,113.8% | +4,922.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling