+1,065.2%
NRG vs INCY
+54.2%
+1,011.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | -4.7% | -4.2% | -0.5% | -3.8% |
| 30D | -6.0% | +0.6% | -6.5% | -6.1% |
| 3M | -8.0% | +12.6% | -20.6% | -11.0% |
| 6M | -23.2% | +28.3% | -51.5% | -28.1% |
| YTD | -28.1% | +23.0% | -51.0% | -32.2% |
| 1Y | -27.3% | +41.0% | -68.2% | -33.9% |
| 3Y | +208.7% | +88.6% | +120.1% | +155.9% |
| 5Y | +197.7% | +70.8% | +126.9% | +149.5% |
| All | +1,065.2% | +54.2% | +1,011.0% | +699.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling