+681.4%
NFLX vs INCY
+54.2%
+627.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.2% |
| 7D | -1.1% | -4.2% | +3.1% | 0.0% |
| 30D | +4.3% | +0.6% | +3.7% | +4.1% |
| 3M | -4.8% | +12.6% | -17.4% | -7.9% |
| 6M | -18.4% | +28.3% | -46.8% | -24.0% |
| YTD | -17.4% | +23.0% | -40.4% | -22.6% |
| 1Y | -35.7% | +41.0% | -76.7% | -42.2% |
| 3Y | +73.8% | +88.6% | -14.8% | +38.4% |
| 5Y | +29.3% | +70.8% | -41.5% | +6.1% |
| All | +681.4% | +54.2% | +627.2% | +502.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling