+2,533.5%
NI vs INCY
+6,534.7%
-4,001.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.3% |
| 7D | +2.3% | -0.5% | +2.8% | +2.3% |
| 30D | -1.7% | +3.2% | -4.9% | -1.9% |
| 3M | -8.0% | +23.6% | -31.6% | -9.3% |
| 6M | -8.6% | +29.7% | -38.3% | -10.3% |
| YTD | +2.3% | +25.9% | -23.6% | +0.6% |
| 1Y | +6.9% | +43.7% | -36.8% | +4.2% |
| 3Y | +70.6% | +94.4% | -23.9% | +62.3% |
| 5Y | +96.4% | +68.0% | +28.4% | +88.0% |
| 10Y | +136.1% | +52.5% | +83.6% | +122.9% |
| All | +2,533.5% | +6,534.7% | -4,001.2% | +1,804.2% |
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