+112.5%
NET vs INCY
+67.3%
+45.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -7.0% | +1.9% | -8.9% | -7.6% |
| 30D | -4.8% | +5.8% | -10.6% | -6.5% |
| 3M | +3.8% | +25.2% | -21.4% | -3.6% |
| 6M | +50.0% | +28.2% | +21.8% | +37.6% |
| YTD | +41.5% | +28.3% | +13.1% | +29.4% |
| 1Y | +32.8% | +48.3% | -15.5% | +14.5% |
| 3Y | +335.9% | +95.9% | +239.9% | +216.4% |
| All | +112.5% | +67.3% | +45.2% | +56.0% |
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