+475.1%
MULL vs INCY
+20.6%
+454.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.5% | -18.2% | -14.5% |
| 7D | -35.9% | +5.1% | -41.0% | -36.7% |
| 30D | -47.3% | +7.6% | -55.0% | -48.4% |
| 3M | -30.6% | +1.9% | -32.4% | -30.7% |
| 6M | +13.7% | +26.5% | -12.8% | -9.7% |
| YTD | +272.1% | +24.4% | +247.7% | +202.0% |
| 1Y | +475.1% | +19.4% | +455.7% | +382.3% |
| All | +475.1% | +20.6% | +454.4% | +382.3% |
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