+2,302.1%
MULL vs INCY
+49.0%
+2,253.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.4% |
| 7D | -8.4% | -4.2% | -4.3% | -6.3% |
| 30D | +9.7% | +0.6% | +9.1% | +9.3% |
| 3M | -26.8% | +12.6% | -39.4% | -34.7% |
| 6M | +220.7% | +28.3% | +192.4% | +157.6% |
| YTD | +509.0% | +23.0% | +486.1% | +410.3% |
| 1Y | +1,739.5% | +41.0% | +1,698.6% | +1,300.7% |
| All | +2,302.1% | +49.0% | +2,253.2% | +1,274.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling