+67.7%
INCY vs NVMI
+261.9%
-194.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.0% | -1.6% |
| 7D | -4.2% | -0.1% | -4.1% | -4.2% |
| 30D | +0.6% | -8.4% | +9.0% | +1.4% |
| 3M | +12.6% | -33.6% | +46.2% | +16.7% |
| 6M | +28.3% | -14.7% | +43.0% | +28.2% |
| YTD | +23.0% | +13.2% | +9.8% | +18.4% |
| 1Y | +41.0% | +29.0% | +11.9% | +33.0% |
| 3Y | +88.6% | +215.0% | -126.4% | +50.9% |
| All | +67.7% | +261.9% | -194.2% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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