+3,171.2%
NKE vs INCY
+6,378.4%
-3,207.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | -4.2% | -4.2% | 0.0% | -3.8% |
| 30D | -8.2% | +0.6% | -8.8% | -8.3% |
| 3M | -19.1% | +12.6% | -31.7% | -20.2% |
| 6M | -32.6% | +28.3% | -61.0% | -34.5% |
| YTD | -40.7% | +23.0% | -63.7% | -42.2% |
| 1Y | -48.9% | +41.0% | -89.8% | -50.9% |
| 3Y | -59.2% | +88.6% | -147.8% | -62.3% |
| 5Y | -75.3% | +70.8% | -146.1% | -77.0% |
| 10Y | -23.1% | +53.5% | -76.6% | -29.5% |
| All | +3,171.2% | +6,378.4% | -3,207.2% | +1,578.1% |
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 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