+16.8%
MUB vs INCY
+56.5%
-39.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.7% |
| 7D | -1.2% | -3.7% | +2.5% | -1.2% |
| 30D | -2.8% | +1.8% | -4.6% | -2.8% |
| 3M | -3.1% | +17.0% | -20.0% | -3.3% |
| 6M | -2.9% | +28.4% | -31.3% | -3.3% |
| YTD | -2.0% | +24.8% | -26.8% | -2.4% |
| 1Y | 0.0% | +42.9% | -43.0% | -0.7% |
| 3Y | +7.4% | +92.7% | -85.3% | +6.0% |
| 5Y | +0.8% | +73.3% | -72.6% | -0.5% |
| All | +16.8% | +56.5% | -39.7% | +15.2% |
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