+70.7%
NFLX vs INCY
+96.8%
-26.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | -8.1% | -2.2% | -5.9% | -8.1% |
| 30D | -0.3% | +3.7% | -4.0% | -0.4% |
| 3M | -6.6% | +22.1% | -28.7% | -6.6% |
| 6M | -22.7% | +29.8% | -52.4% | -22.7% |
| YTD | -18.9% | +27.6% | -46.5% | -19.0% |
| 1Y | -39.8% | +47.2% | -87.0% | -39.9% |
| All | +70.7% | +96.8% | -26.1% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling