-37.8%
NFLX vs INCY
+45.3%
-83.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.4% | -5.3% |
| 7D | -4.2% | +1.9% | -6.2% | -4.3% |
| 30D | +5.5% | +5.8% | -0.3% | +5.4% |
| 3M | -4.1% | +25.2% | -29.3% | -3.3% |
| 6M | -20.7% | +28.2% | -48.9% | -20.1% |
| YTD | -16.5% | +28.3% | -44.9% | -16.0% |
| 1Y | -37.8% | +48.3% | -86.1% | -34.1% |
| All | -37.8% | +45.3% | -83.0% | -34.1% |
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 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