-47.4%
NKE vs INCY
+45.3%
-92.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.0% | +1.9% | -3.9% | -2.1% |
| 30D | -8.6% | +5.8% | -14.4% | -9.0% |
| 3M | -11.0% | +25.2% | -36.2% | -12.3% |
| 6M | -33.2% | +28.2% | -61.4% | -34.7% |
| YTD | -38.1% | +28.3% | -66.5% | -39.7% |
| 1Y | -47.4% | +48.3% | -95.7% | -51.9% |
| All | -47.4% | +45.3% | -92.6% | -51.9% |
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