+1,242.0%
NLY vs INCY
+450.6%
+791.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -4.0% | -4.2% | +0.2% | -3.7% |
| 30D | -5.2% | +0.6% | -5.8% | -5.3% |
| 3M | +2.8% | +12.6% | -9.8% | +1.8% |
| 6M | +4.2% | +28.3% | -24.1% | +2.0% |
| YTD | +4.7% | +23.0% | -18.3% | +2.7% |
| 1Y | +12.7% | +41.0% | -28.2% | +9.3% |
| 3Y | +62.5% | +88.6% | -26.0% | +53.2% |
| 5Y | +26.3% | +70.8% | -44.5% | +19.6% |
| 10Y | +81.0% | +53.5% | +27.5% | +68.9% |
| All | +1,242.0% | +450.6% | +791.4% | +864.5% |
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