-8.5%
NFLX vs INCY
+83.5%
-92.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.0% | +1.1% | -3.1% | -2.2% |
| 30D | -11.9% | +8.4% | -20.4% | -13.2% |
| 3M | -20.6% | +0.4% | -20.9% | -20.7% |
| 6M | -29.0% | +22.4% | -51.4% | -31.7% |
| YTD | -33.7% | +22.5% | -56.2% | -36.6% |
| 1Y | -46.2% | +14.8% | -60.9% | -47.8% |
| 3Y | +39.8% | +127.7% | -87.9% | +4.4% |
| All | -8.5% | +83.5% | -92.0% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling