-49.7%
NRG vs INCY
+20.6%
-70.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +4.5% | -18.0% | -12.9% |
| 7D | -13.7% | +5.1% | -18.8% | -13.1% |
| 30D | -13.6% | +7.6% | -21.2% | -12.7% |
| 3M | -28.5% | +1.9% | -30.4% | -27.8% |
| 6M | -45.8% | +26.5% | -72.2% | -46.8% |
| YTD | -46.9% | +24.4% | -71.3% | -48.3% |
| 1Y | -49.7% | +19.4% | -69.1% | -50.4% |
| All | -49.7% | +20.6% | -70.3% | -50.4% |
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