-40.1%
NCLH vs INCY
+557.3%
-597.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.8% |
| 7D | -4.6% | -2.2% | -2.4% | -4.1% |
| 30D | -19.9% | +3.7% | -23.6% | -20.8% |
| 3M | -22.0% | +22.1% | -44.0% | -26.1% |
| 6M | -28.3% | +29.8% | -58.1% | -33.1% |
| YTD | -33.5% | +27.6% | -61.0% | -37.6% |
| 1Y | -41.5% | +47.2% | -88.7% | -47.2% |
| 3Y | -8.9% | +97.0% | -105.8% | -25.0% |
| 5Y | -40.5% | +73.4% | -113.8% | -49.5% |
| 10Y | -57.0% | +59.2% | -116.2% | -64.9% |
| All | -40.1% | +557.3% | -597.4% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling