+1,022.8%
NBIS vs INCY
+83.1%
+939.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | -0.8% | -4.2% | +3.4% | -0.2% |
| 30D | -13.4% | +0.6% | -13.9% | -13.5% |
| 3M | +1.0% | +12.6% | -11.6% | -3.4% |
| 6M | +100.5% | +28.3% | +72.2% | +82.3% |
| YTD | +168.3% | +23.0% | +145.3% | +148.1% |
| 1Y | +151.8% | +41.0% | +110.8% | +122.3% |
| All | +1,022.8% | +83.1% | +939.6% | +731.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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