+790.9%
NOW vs INCY
+56.1%
+734.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.7% |
| 7D | -4.1% | -2.2% | -1.9% | -3.5% |
| 30D | +2.9% | +3.7% | -0.8% | +1.7% |
| 3M | +22.6% | +22.1% | +0.5% | +15.5% |
| 6M | +7.5% | +29.8% | -22.2% | -1.0% |
| YTD | -14.4% | +27.6% | -42.0% | -21.2% |
| 1Y | -29.8% | +47.2% | -77.0% | -38.6% |
| 3Y | +9.2% | +97.0% | -87.7% | -15.7% |
| 5Y | +0.8% | +73.4% | -72.5% | -19.3% |
| 10Y | +790.9% | +59.2% | +731.7% | +572.0% |
| All | +790.9% | +56.1% | +734.8% | +572.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling