+58.9%
NOC vs INCY
+69.5%
-10.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.8% | +0.8% |
| 7D | -1.8% | -3.7% | +1.9% | -1.5% |
| 30D | -9.4% | +1.8% | -11.3% | -9.6% |
| 3M | -3.8% | +17.0% | -20.8% | -4.9% |
| 6M | -28.8% | +28.4% | -57.1% | -30.0% |
| YTD | -7.9% | +24.8% | -32.7% | -9.4% |
| 1Y | -9.0% | +42.9% | -52.0% | -11.5% |
| 3Y | +29.1% | +92.7% | -63.6% | +22.1% |
| 5Y | +58.9% | +73.3% | -14.4% | +52.4% |
| All | +58.9% | +69.5% | -10.6% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling