+51,846.2%
NFLX vs INCY
+1,473.1%
+50,373.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.3% |
| 3M | -20.6% | +0.4% | -20.9% | -20.7% |
| 6M | -29.0% | +22.4% | -51.4% | -32.0% |
| YTD | -33.7% | +22.5% | -56.2% | -36.8% |
| 1Y | -46.2% | +14.8% | -60.9% | -48.0% |
| 3Y | +39.8% | +127.7% | -87.9% | +15.5% |
| 5Y | -9.0% | +84.4% | -93.3% | -21.6% |
| 10Y | +441.5% | +15.7% | +425.7% | +388.3% |
| All | +51,846.2% | +1,473.1% | +50,373.1% | +18,212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling