-27.3%
NRG vs INCY
+41.2%
-68.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.6% |
| 7D | -4.7% | -4.2% | -0.5% | -4.8% |
| 30D | -6.0% | +0.6% | -6.5% | -5.9% |
| 3M | -8.0% | +12.6% | -20.6% | -8.8% |
| 6M | -23.2% | +28.3% | -51.5% | -25.2% |
| YTD | -28.1% | +23.0% | -51.0% | -29.7% |
| 1Y | -27.3% | +41.0% | -68.2% | -27.6% |
| All | -27.3% | +41.2% | -68.5% | -27.6% |
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