+1,449.6%
NET vs INCY
+65.9%
+1,383.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -7.0% | +1.9% | -8.9% | -7.7% |
| 30D | -4.8% | +5.8% | -10.6% | -6.8% |
| 3M | +3.8% | +25.2% | -21.4% | -4.8% |
| 6M | +50.0% | +28.2% | +21.8% | +35.7% |
| YTD | +41.5% | +28.3% | +13.1% | +27.5% |
| 1Y | +32.8% | +48.3% | -15.5% | +12.2% |
| 3Y | +335.9% | +95.9% | +239.9% | +209.9% |
| 5Y | +113.8% | +66.6% | +47.3% | +65.5% |
| All | +1,449.6% | +65.9% | +1,383.7% | +1,149.1% |
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