+118.3%
INCY vs NVDX
+772.1%
-653.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -4.2% | -10.2% | +6.0% | -4.0% |
| 30D | +0.6% | -7.3% | +7.9% | +0.7% |
| 3M | +12.6% | +5.5% | +7.1% | +12.4% |
| 6M | +28.3% | +18.3% | +10.0% | +27.4% |
| YTD | +23.0% | +11.4% | +11.5% | +22.1% |
| 1Y | +41.0% | +12.7% | +28.3% | +39.7% |
| All | +118.3% | +772.1% | -653.8% | +126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling