+193.5%
NRG vs INCY
+69.3%
+124.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | -4.7% | -4.2% | -0.5% | -4.1% |
| 30D | -6.0% | +0.6% | -6.5% | -6.1% |
| 3M | -8.0% | +12.6% | -20.6% | -10.4% |
| 6M | -23.2% | +28.3% | -51.5% | -27.2% |
| YTD | -28.1% | +23.0% | -51.0% | -31.5% |
| 1Y | -27.3% | +41.0% | -68.2% | -32.8% |
| 3Y | +208.7% | +88.6% | +120.1% | +162.1% |
| All | +193.5% | +69.3% | +124.2% | +148.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling