+52.5%
NDAQ vs INCY
+69.9%
-17.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -1.6% | -2.2% | +0.6% | -1.2% |
| 30D | -1.5% | +3.7% | -5.1% | -2.2% |
| 3M | +8.0% | +22.1% | -14.0% | +3.7% |
| 6M | +7.7% | +29.8% | -22.0% | +2.0% |
| YTD | -2.3% | +27.6% | -29.9% | -7.3% |
| 1Y | +0.6% | +47.2% | -46.6% | -7.4% |
| 3Y | +90.9% | +97.0% | -6.0% | +62.8% |
| 5Y | +52.5% | +73.4% | -20.9% | +31.0% |
| All | +52.5% | +69.9% | -17.4% | +31.0% |
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 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