-48.3%
MUZ vs INCY
+20.3%
-68.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +4.5% | +9.8% | +10.2% |
| 7D | +47.2% | +5.1% | +42.1% | +41.6% |
| 30D | +57.1% | +7.6% | +49.4% | +48.3% |
| 3M | -5.3% | +1.9% | -7.1% | -9.0% |
| All | -48.3% | +20.3% | -68.5% | -60.2% |
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 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 · Available span rolling