+66.2%
NDAQ vs INCY
+83.5%
-17.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +1.3% | +1.1% | +0.2% | +1.0% |
| 30D | +18.0% | +8.4% | +9.5% | +16.0% |
| 3M | +11.5% | +0.4% | +11.2% | +11.2% |
| 6M | +21.1% | +22.4% | -1.3% | +15.6% |
| YTD | +12.8% | +22.5% | -9.7% | +7.5% |
| 1Y | +25.7% | +14.8% | +10.9% | +21.2% |
| 3Y | +116.8% | +127.7% | -10.9% | +74.6% |
| All | +66.2% | +83.5% | -17.3% | +38.7% |
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