+21,512.7%
MU vs INCY
+6,421.1%
+15,091.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.6% | +10.2% | +11.6% |
| 7D | +2.0% | -0.5% | +2.5% | +2.3% |
| 30D | -18.0% | +9.8% | -27.8% | -19.5% |
| 3M | -6.6% | +1.0% | -7.6% | -6.9% |
| 6M | +2.0% | +21.9% | -19.8% | -2.9% |
| YTD | +184.5% | +23.8% | +160.7% | +170.2% |
| 1Y | +236.9% | +13.0% | +223.8% | +225.6% |
| 3Y | +987.0% | +133.2% | +853.8% | +794.7% |
| 5Y | +1,014.6% | +87.8% | +926.8% | +851.8% |
| 10Y | +4,609.2% | +17.0% | +4,592.2% | +4,159.2% |
| All | +21,512.7% | +6,421.1% | +15,091.6% | +7,075.1% |
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