+49.7%
INCY vs NBIX
+219.9%
-170.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | -4.2% | +0.4% | -4.5% | -4.3% |
| 30D | +0.6% | -0.2% | +0.8% | +0.6% |
| 3M | +12.6% | -4.0% | +16.6% | +14.1% |
| 6M | +28.3% | +20.6% | +7.7% | +20.1% |
| YTD | +23.0% | +10.1% | +12.8% | +18.3% |
| 1Y | +41.0% | +8.8% | +32.2% | +35.6% |
| 3Y | +88.6% | +42.5% | +46.1% | +58.9% |
| 5Y | +70.8% | +61.5% | +9.3% | +34.9% |
| All | +49.7% | +219.9% | -170.2% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 NBIX 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 · 6 months rolling