+32.6%
NET vs INCY
+85.5%
-52.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.0% | -3.8% |
| 7D | -16.4% | +5.1% | -21.5% | -17.6% |
| 30D | -25.8% | +7.6% | -33.5% | -27.7% |
| 3M | -11.5% | +1.9% | -13.4% | -12.5% |
| 6M | +18.9% | +26.5% | -7.5% | +8.7% |
| YTD | +35.2% | +24.4% | +10.8% | +23.7% |
| 1Y | +14.5% | +19.4% | -4.9% | +5.9% |
| 3Y | +313.8% | +124.0% | +189.8% | +156.4% |
| 5Y | +32.6% | +82.0% | -49.5% | -6.5% |
| All | +32.6% | +85.5% | -52.9% | -6.5% |
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