+1,988.6%
NOW vs INCY
+431.3%
+1,557.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.3% |
| 7D | -3.1% | +1.5% | -4.6% | -3.5% |
| 30D | -27.0% | +8.1% | -35.1% | -28.7% |
| 3M | -17.7% | +1.1% | -18.8% | -18.3% |
| 6M | +12.7% | +23.7% | -11.0% | +5.2% |
| YTD | -32.9% | +23.4% | -56.3% | -37.8% |
| 1Y | -40.4% | +15.0% | -55.4% | -43.7% |
| 3Y | -17.1% | +132.1% | -149.2% | -38.5% |
| 5Y | -25.7% | +83.2% | -108.9% | -40.8% |
| 10Y | +504.6% | +17.1% | +487.6% | +408.1% |
| All | +1,988.6% | +431.3% | +1,557.3% | +1,072.1% |
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