+49.7%
INCY vs NYT
+489.9%
-440.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.6% |
| 7D | -4.2% | -0.6% | -3.6% | -4.1% |
| 30D | +0.6% | +4.6% | -4.0% | -0.4% |
| 3M | +12.6% | -9.6% | +22.2% | +14.7% |
| 6M | +28.3% | -14.0% | +42.3% | +31.9% |
| YTD | +23.0% | -2.8% | +25.8% | +22.8% |
| 1Y | +41.0% | +15.6% | +25.4% | +35.1% |
| 3Y | +88.6% | +56.3% | +32.3% | +66.6% |
| 5Y | +70.8% | +39.5% | +31.3% | +50.8% |
| All | +49.7% | +489.9% | -440.3% | -13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling