+194.3%
NOK vs INCY
+89.7%
+104.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +5.0% |
| 7D | +11.0% | -4.2% | +15.1% | +11.5% |
| 30D | +7.8% | +0.6% | +7.3% | +7.7% |
| 3M | -21.0% | +12.6% | -33.7% | -22.7% |
| 6M | +40.9% | +28.3% | +12.6% | +35.1% |
| YTD | +72.0% | +23.0% | +49.0% | +66.0% |
| 1Y | +140.9% | +41.0% | +99.9% | +128.1% |
| 3Y | +194.3% | +88.6% | +105.7% | +154.6% |
| All | +194.3% | +89.7% | +104.5% | +154.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling