+379.8%
NEM vs INCY
+6,534.7%
-6,154.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | +3.9% | -0.5% | +4.3% | +3.9% |
| 30D | +12.7% | +3.2% | +9.5% | +12.6% |
| 3M | +28.7% | +23.6% | +5.0% | +27.9% |
| 6M | +9.8% | +29.7% | -19.9% | +9.0% |
| YTD | +28.1% | +25.9% | +2.2% | +27.3% |
| 1Y | +69.3% | +43.7% | +25.6% | +67.7% |
| 3Y | +247.7% | +94.4% | +153.2% | +241.1% |
| 5Y | +153.4% | +68.0% | +85.4% | +149.2% |
| 10Y | +291.3% | +52.5% | +238.8% | +283.4% |
| All | +379.8% | +6,534.7% | -6,154.9% | +316.9% |
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