-18.6%
NRG vs INCY
+45.3%
-63.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.4% | +6.4% |
| 7D | +7.1% | +1.9% | +5.2% | +7.2% |
| 30D | -1.4% | +5.8% | -7.2% | -1.1% |
| 3M | -10.5% | +25.2% | -35.7% | -11.8% |
| 6M | -26.7% | +28.2% | -55.0% | -28.3% |
| YTD | -24.5% | +28.3% | -52.9% | -26.1% |
| 1Y | -18.6% | +48.3% | -66.9% | -18.4% |
| All | -18.6% | +45.3% | -63.8% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling