+8.5%
NI vs INCY
+20.6%
-12.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | +1.1% |
| 7D | +3.9% | +5.1% | -1.2% | +3.5% |
| 30D | +15.3% | +7.6% | +7.6% | +14.6% |
| 3M | +2.4% | +1.9% | +0.5% | +2.1% |
| 6M | -4.5% | +26.5% | -31.0% | -7.1% |
| YTD | +11.4% | +24.4% | -13.0% | +7.4% |
| 1Y | +8.5% | +19.4% | -10.9% | +6.1% |
| All | +8.5% | +20.6% | -12.1% | +6.1% |
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