-46.2%
NFLX vs INCY
+12.8%
-58.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.0% | +1.1% | -3.1% | -2.1% |
| 30D | -11.9% | +8.4% | -20.4% | -12.6% |
| 3M | -20.6% | +0.4% | -20.9% | -20.6% |
| 6M | -29.0% | +22.4% | -51.4% | -28.8% |
| YTD | -33.7% | +22.5% | -56.2% | -34.5% |
| 1Y | -46.2% | +14.8% | -60.9% | -45.6% |
| All | -46.2% | +12.8% | -58.9% | -45.6% |
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