+28.8%
INCY vs NTNX
+148.8%
-119.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.6% |
| 7D | -4.2% | -3.1% | -1.0% | -3.8% |
| 30D | +0.6% | +2.0% | -1.4% | +0.3% |
| 3M | +12.6% | +34.0% | -21.3% | +9.0% |
| 6M | +28.3% | +72.4% | -44.1% | +20.2% |
| YTD | +23.0% | +27.5% | -4.5% | +18.8% |
| 1Y | +41.0% | -18.7% | +59.7% | +42.7% |
| 3Y | +88.6% | +80.8% | +7.8% | +69.3% |
| 5Y | +70.8% | +54.5% | +16.3% | +51.1% |
| All | +28.8% | +148.8% | -119.9% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling