+6,378.4%
INCY vs NTRS
+3,581.6%
+2,796.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -2.0% |
| 7D | -4.2% | +1.4% | -5.5% | -4.8% |
| 30D | +0.6% | -0.7% | +1.2% | +0.7% |
| 3M | +12.6% | +11.3% | +1.3% | +6.4% |
| 6M | +28.3% | +35.5% | -7.2% | +9.5% |
| YTD | +23.0% | +40.6% | -17.6% | +2.9% |
| 1Y | +41.0% | +49.2% | -8.2% | +14.0% |
| 3Y | +88.6% | +167.2% | -78.6% | +10.0% |
| 5Y | +70.8% | +94.9% | -24.1% | +9.8% |
| 10Y | +53.5% | +259.5% | -206.0% | -38.3% |
| All | +6,378.4% | +3,581.6% | +2,796.8% | +832.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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