+2,627.5%
NDAQ vs INCY
+1,591.9%
+1,035.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +1.3% | +1.1% | +0.2% | +1.0% |
| 30D | +18.0% | +8.4% | +9.5% | +16.2% |
| 3M | +11.5% | +0.4% | +11.2% | +11.3% |
| 6M | +21.1% | +22.4% | -1.3% | +16.1% |
| YTD | +12.8% | +22.5% | -9.7% | +8.0% |
| 1Y | +25.7% | +14.8% | +10.9% | +21.6% |
| 3Y | +116.8% | +127.7% | -10.9% | +82.0% |
| 5Y | +67.3% | +84.4% | -17.1% | +44.9% |
| 10Y | +473.3% | +15.7% | +457.6% | +411.8% |
| All | +2,627.5% | +1,591.9% | +1,035.6% | +985.1% |
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 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