+1,341.2%
MU vs INCY
+95.0%
+1,246.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -1.2% |
| 7D | +7.2% | -0.5% | +7.6% | +7.3% |
| 30D | +14.0% | +3.2% | +10.8% | +13.2% |
| 3M | +5.4% | +23.6% | -18.2% | -1.1% |
| 6M | +170.3% | +29.7% | +140.6% | +149.7% |
| YTD | +250.7% | +25.9% | +224.7% | +227.1% |
| 1Y | +662.1% | +43.7% | +618.4% | +588.9% |
| 3Y | +1,341.2% | +94.4% | +1,246.8% | +1,058.4% |
| All | +1,341.2% | +95.0% | +1,246.3% | +1,058.4% |
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 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