+303.5%
MXL vs INCY
+45.3%
+258.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.6% |
| 7D | +1.6% | +1.9% | -0.3% | +1.6% |
| 30D | -7.0% | +5.8% | -12.8% | -7.0% |
| 3M | -33.4% | +25.2% | -58.6% | -36.8% |
| 6M | +260.2% | +28.2% | +231.9% | +238.0% |
| YTD | +260.0% | +28.3% | +231.6% | +236.6% |
| 1Y | +303.5% | +48.3% | +255.1% | +256.9% |
| All | +303.5% | +45.3% | +258.2% | +256.9% |
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 · 6 months rolling