+2,581.4%
MULL vs INCY
+54.5%
+2,526.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.1% | +4.8% |
| 7D | +14.8% | -2.2% | +17.0% | +16.0% |
| 30D | +36.6% | +3.7% | +32.9% | +33.9% |
| 3M | -8.9% | +22.1% | -31.0% | -22.9% |
| 6M | +311.9% | +29.8% | +282.2% | +230.5% |
| YTD | +579.8% | +27.6% | +552.3% | +458.7% |
| 1Y | +2,421.5% | +47.2% | +2,374.3% | +1,775.6% |
| All | +2,581.4% | +54.5% | +2,526.9% | +1,404.7% |
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