-35.7%
NFLX vs INCY
+41.2%
-76.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.9% |
| 7D | -1.1% | -4.2% | +3.1% | -0.9% |
| 30D | +4.3% | +0.6% | +3.7% | +4.4% |
| 3M | -4.8% | +12.6% | -17.4% | -4.1% |
| 6M | -18.4% | +28.3% | -46.8% | -17.6% |
| YTD | -17.4% | +23.0% | -40.4% | -16.9% |
| 1Y | -35.7% | +41.0% | -76.7% | -32.0% |
| All | -35.7% | +41.2% | -76.9% | -32.0% |
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