-11.0%
NCLH vs INCY
+89.7%
-100.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.2% |
| 7D | -4.8% | -4.2% | -0.7% | -3.5% |
| 30D | -21.7% | +0.6% | -22.2% | -22.0% |
| 3M | -22.2% | +12.6% | -34.9% | -25.4% |
| 6M | -27.5% | +28.3% | -55.9% | -33.3% |
| YTD | -33.6% | +23.0% | -56.6% | -38.1% |
| 1Y | -45.0% | +41.0% | -86.0% | -50.9% |
| 3Y | -11.0% | +88.6% | -99.6% | -30.3% |
| All | -11.0% | +89.7% | -100.8% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling