+2,771.1%
NOW vs INCY
+452.5%
+2,318.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.7% |
| 7D | -2.4% | +1.9% | -4.3% | -3.0% |
| 30D | +20.5% | +5.8% | +14.7% | +18.5% |
| 3M | +18.3% | +25.2% | -6.8% | +10.7% |
| 6M | +24.1% | +28.2% | -4.1% | +14.7% |
| YTD | -7.8% | +28.3% | -36.1% | -15.1% |
| 1Y | -21.4% | +48.3% | -69.7% | -31.1% |
| 3Y | +19.5% | +95.9% | -76.4% | -6.4% |
| 5Y | +4.1% | +66.6% | -62.5% | -14.9% |
| 10Y | +826.4% | +54.5% | +771.9% | +620.3% |
| All | +2,771.1% | +452.5% | +2,318.6% | +1,498.1% |
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