+282.4%
MXL vs INCY
+796.9%
-514.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.3% | +6.2% | +7.2% |
| 7D | +19.0% | -2.2% | +21.2% | +19.7% |
| 30D | +4.5% | +3.7% | +0.8% | +3.3% |
| 3M | -1.5% | +22.1% | -23.6% | -8.2% |
| 6M | +348.6% | +29.8% | +318.8% | +309.5% |
| YTD | +310.3% | +27.6% | +282.7% | +276.0% |
| 1Y | +344.7% | +47.2% | +297.5% | +289.3% |
| 3Y | +211.2% | +97.0% | +114.2% | +142.2% |
| 5Y | +34.8% | +73.4% | -38.5% | +8.9% |
| 10Y | +286.5% | +59.2% | +227.3% | +204.7% |
| All | +282.4% | +796.9% | -514.5% | +42.6% |
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