+1,700.7%
NOK vs INCY
+4,588.7%
-2,888.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | +9.3% | -2.2% | +11.5% | +9.7% |
| 30D | +17.9% | +3.7% | +14.2% | +17.0% |
| 3M | -22.3% | +22.1% | -44.4% | -25.3% |
| 6M | +36.4% | +29.8% | +6.6% | +29.5% |
| YTD | +66.3% | +27.6% | +38.7% | +58.2% |
| 1Y | +134.4% | +47.2% | +87.2% | +117.0% |
| 3Y | +186.6% | +97.0% | +89.6% | +148.0% |
| 5Y | +102.7% | +73.4% | +29.3% | +78.2% |
| 10Y | +129.8% | +59.2% | +70.6% | +95.4% |
| All | +1,700.7% | +4,588.7% | -2,888.0% | +476.0% |
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