+2,330.7%
MULL vs INCY
+51.2%
+2,279.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.2% | -7.2% | -8.3% |
| 7D | +3.6% | -3.7% | +7.3% | +5.6% |
| 30D | +22.0% | +1.8% | +20.2% | +20.8% |
| 3M | -8.6% | +17.0% | -25.6% | -20.3% |
| 6M | +248.5% | +28.4% | +220.1% | +180.7% |
| YTD | +516.3% | +24.8% | +491.5% | +412.5% |
| 1Y | +2,036.6% | +42.9% | +1,993.7% | +1,515.7% |
| All | +2,330.7% | +51.2% | +2,279.6% | +1,280.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling