-39.3%
NFLX vs INCY
+20.6%
-59.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.5% | +0.2% | +4.2% |
| 7D | +7.1% | +5.1% | +2.0% | +6.5% |
| 30D | -1.6% | +7.6% | -9.3% | -2.4% |
| 3M | -9.8% | +1.9% | -11.6% | -10.0% |
| 6M | -27.1% | +26.5% | -53.5% | -27.2% |
| YTD | -29.2% | +24.4% | -53.6% | -30.3% |
| 1Y | -39.3% | +19.4% | -58.6% | -39.0% |
| All | -39.3% | +20.6% | -59.9% | -39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling