-1.0%
NCLH vs INCY
+20.6%
-21.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.5% | +2.3% | +4.8% |
| 7D | +15.8% | +5.1% | +10.7% | +13.3% |
| 30D | +25.1% | +7.6% | +17.4% | +21.1% |
| 3M | -7.3% | +1.9% | -9.2% | -8.6% |
| 6M | +8.1% | +26.5% | -18.3% | -5.1% |
| YTD | -16.7% | +24.4% | -41.0% | -27.1% |
| 1Y | -1.0% | +19.4% | -20.4% | -15.0% |
| All | -1.0% | +20.6% | -21.6% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling