+2,802.6%
MULL vs INCY
+45.3%
+2,757.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.0% | +12.8% | +12.1% |
| 7D | +17.3% | +1.9% | +15.4% | +16.5% |
| 30D | +23.5% | +5.8% | +17.7% | +20.9% |
| 3M | -24.0% | +25.2% | -49.2% | -37.2% |
| 6M | +276.7% | +28.2% | +248.5% | +204.5% |
| YTD | +565.1% | +28.3% | +536.7% | +443.0% |
| 1Y | +2,802.6% | +48.3% | +2,754.2% | +1,993.4% |
| All | +2,802.6% | +45.3% | +2,757.3% | +1,993.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling