+19.4%
INCY vs NVDX
-27.2%
+46.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.2% | +10.6% | +4.5% |
| 7D | +5.1% | -14.1% | +19.2% | +5.3% |
| 30D | +7.6% | -31.3% | +39.0% | +8.5% |
| 3M | +1.9% | -16.2% | +18.0% | +1.9% |
| 6M | +26.5% | -11.9% | +38.3% | +24.8% |
| YTD | +24.4% | -9.4% | +33.8% | +19.5% |
| 1Y | +19.4% | -23.9% | +43.2% | +13.6% |
| All | +19.4% | -27.2% | +46.6% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 1y: compounded portfolio wealth divided by compounded NVDX 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…
1y analysis · Full analysis span regression · 6 months rolling