+19.4%
INCY vs NYT
+16.5%
+2.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.4% | +4.6% |
| 7D | +5.1% | -3.9% | +9.0% | +5.6% |
| 30D | +7.6% | +4.3% | +3.4% | +7.2% |
| 3M | +1.9% | -11.7% | +13.6% | +3.0% |
| 6M | +26.5% | -14.4% | +40.9% | +27.3% |
| YTD | +24.4% | -3.0% | +27.4% | +29.2% |
| 1Y | +19.4% | +16.5% | +2.8% | +26.1% |
| All | +19.4% | +16.5% | +2.8% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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