+73.9%
MUB vs INCY
+2,070.4%
-1,996.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.9% | +1.9% | -2.8% | -0.9% |
| 30D | -1.4% | +5.8% | -7.2% | -1.5% |
| 3M | -2.2% | +25.2% | -27.4% | -2.3% |
| 6M | -1.9% | +28.2% | -30.1% | -2.1% |
| YTD | -0.8% | +28.3% | -29.1% | -1.0% |
| 1Y | +2.7% | +48.3% | -45.6% | +2.4% |
| 3Y | +8.6% | +95.9% | -87.3% | +7.9% |
| 5Y | +2.0% | +66.6% | -64.5% | +1.5% |
| 10Y | +17.9% | +54.5% | -36.6% | +17.1% |
| All | +73.9% | +2,070.4% | -1,996.5% | +64.4% |
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 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