-45.5%
MUZ vs INCY
+19.3%
-64.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +1.9% | -14.7% | -13.7% |
| 7D | +14.0% | +1.5% | +12.4% | +11.6% |
| 30D | +57.6% | +8.1% | +49.5% | +47.2% |
| 3M | -3.1% | +1.1% | -4.2% | -7.1% |
| All | -45.5% | +19.3% | -64.8% | -58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling