+29.6%
INCY vs NTNX
+155.4%
-125.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.3% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | +1.7% | +1.6% | +0.1% | +1.5% |
| 3M | +12.6% | +37.3% | -24.7% | +8.7% |
| 6M | +32.0% | +72.3% | -40.2% | +23.7% |
| YTD | +23.7% | +31.0% | -7.2% | +19.2% |
| 1Y | +47.0% | -14.6% | +61.6% | +48.0% |
| 3Y | +92.5% | +89.6% | +2.9% | +71.8% |
| 5Y | +69.1% | +62.2% | +6.9% | +48.9% |
| All | +29.6% | +155.4% | -125.8% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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