+21.1%
NEE vs INCY
+45.3%
-24.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.7% |
| 7D | +1.9% | +1.9% | 0.0% | +1.8% |
| 30D | -2.2% | +5.8% | -8.0% | -2.4% |
| 3M | -1.2% | +25.2% | -26.4% | -2.0% |
| 6M | -8.6% | +28.2% | -36.8% | -9.4% |
| YTD | +6.2% | +28.3% | -22.1% | +4.1% |
| 1Y | +21.1% | +48.3% | -27.2% | +17.6% |
| All | +21.1% | +45.3% | -24.1% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling