+365.6%
NDAQ vs INCY
+56.5%
+309.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -1.9% |
| 7D | -6.8% | -3.7% | -3.1% | -6.1% |
| 30D | -3.2% | +1.8% | -5.0% | -3.6% |
| 3M | +6.5% | +17.0% | -10.5% | +3.1% |
| 6M | +5.7% | +28.4% | -22.6% | +0.4% |
| YTD | -4.6% | +24.8% | -29.4% | -9.0% |
| 1Y | -1.6% | +42.9% | -44.5% | -8.7% |
| 3Y | +86.4% | +92.7% | -6.2% | +60.6% |
| 5Y | +50.3% | +73.3% | -23.0% | +31.0% |
| All | +365.6% | +56.5% | +309.1% | +285.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling