+6.8%
NOW vs INCY
+67.3%
-60.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.8% |
| 7D | -2.4% | +1.9% | -4.3% | -2.8% |
| 30D | +20.5% | +5.8% | +14.7% | +18.9% |
| 3M | +18.3% | +25.2% | -6.8% | +12.5% |
| 6M | +24.1% | +28.2% | -4.1% | +17.0% |
| YTD | -7.8% | +28.3% | -36.1% | -13.5% |
| 1Y | -21.4% | +48.3% | -69.7% | -29.6% |
| 3Y | +19.5% | +95.9% | -76.4% | -4.4% |
| All | +6.8% | +67.3% | -60.4% | -13.0% |
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 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