+1,464.0%
NRG vs INCY
+1,787.9%
-323.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.1% | -2.8% |
| 7D | -0.2% | -3.7% | +3.5% | +0.5% |
| 30D | -6.8% | +1.8% | -8.6% | -7.1% |
| 3M | -7.1% | +17.0% | -24.1% | -10.3% |
| 6M | -27.6% | +28.4% | -56.0% | -31.4% |
| YTD | -29.2% | +24.8% | -54.0% | -32.7% |
| 1Y | -29.9% | +42.9% | -72.8% | -35.2% |
| 3Y | +198.7% | +92.7% | +106.0% | +156.8% |
| 5Y | +192.9% | +73.3% | +119.6% | +154.6% |
| 10Y | +1,084.1% | +55.8% | +1,028.3% | +903.2% |
| All | +1,464.0% | +1,787.9% | -323.9% | +555.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling