+19,430.8%
MU vs INCY
+6,400.8%
+13,030.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +5.9% |
| 7D | -12.0% | +1.5% | -13.6% | -12.3% |
| 30D | -28.7% | +8.1% | -36.8% | -29.9% |
| 3M | -16.4% | +1.1% | -17.5% | -16.8% |
| 6M | -1.8% | +23.7% | -25.5% | -6.9% |
| YTD | +157.1% | +23.4% | +133.7% | +144.3% |
| 1Y | +208.5% | +15.0% | +193.5% | +197.0% |
| 3Y | +906.2% | +132.1% | +774.1% | +728.7% |
| 5Y | +893.4% | +83.2% | +810.2% | +752.2% |
| 10Y | +4,271.9% | +17.1% | +4,254.8% | +3,852.5% |
| All | +19,430.8% | +6,400.8% | +13,030.0% | +6,385.9% |
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