+67.7%
INCY vs NTR
+45.7%
+22.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -4.2% | -1.3% | -2.9% | -4.1% |
| 30D | +0.6% | +16.8% | -16.2% | -0.6% |
| 3M | +12.6% | +20.7% | -8.1% | +11.1% |
| 6M | +28.3% | +0.5% | +27.8% | +28.0% |
| YTD | +23.0% | +29.2% | -6.2% | +19.7% |
| 1Y | +41.0% | +39.6% | +1.4% | +36.0% |
| 3Y | +88.6% | +37.9% | +50.7% | +80.9% |
| All | +67.7% | +45.7% | +22.0% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 5y: compounded portfolio wealth divided by compounded NTR 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…
5y analysis · Full analysis span regression · 6 months rolling