+229.2%
MXL vs INCY
+89.7%
+139.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.5% | +9.0% | +7.7% |
| 7D | +18.9% | -4.2% | +23.0% | +19.5% |
| 30D | +0.3% | +0.6% | -0.3% | +0.2% |
| 3M | -8.0% | +12.6% | -20.7% | -10.9% |
| 6M | +341.2% | +28.3% | +312.9% | +315.1% |
| YTD | +327.8% | +23.0% | +304.8% | +306.1% |
| 1Y | +364.9% | +41.0% | +323.9% | +329.4% |
| 3Y | +229.2% | +88.6% | +140.6% | +162.9% |
| All | +229.2% | +89.7% | +139.5% | +162.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling