+154.0%
NEM vs INCY
+69.5%
+84.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.8% |
| 7D | -3.3% | -3.7% | +0.4% | -3.0% |
| 30D | +7.8% | +1.8% | +6.0% | +7.7% |
| 3M | +36.3% | +17.0% | +19.3% | +34.5% |
| 6M | +6.6% | +28.4% | -21.8% | +4.2% |
| YTD | +27.1% | +24.8% | +2.3% | +24.5% |
| 1Y | +62.3% | +42.9% | +19.4% | +57.3% |
| 3Y | +245.1% | +92.7% | +152.4% | +224.8% |
| 5Y | +154.0% | +73.3% | +80.7% | +141.6% |
| All | +154.0% | +69.5% | +84.5% | +141.6% |
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 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