+299.9%
NSC vs INCY
+17.7%
+282.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | -3.5% | -0.5% | -3.1% | -3.5% |
| 30D | +3.9% | +9.8% | -5.9% | +2.3% |
| 3M | -0.8% | +1.0% | -1.8% | -1.1% |
| 6M | +7.1% | +21.9% | -14.8% | +3.1% |
| YTD | +16.4% | +23.8% | -7.4% | +11.3% |
| 1Y | +16.9% | +13.0% | +3.9% | +13.4% |
| 3Y | +78.4% | +133.2% | -54.8% | +48.8% |
| 5Y | +33.1% | +87.8% | -54.7% | +14.7% |
| 10Y | +299.9% | +17.0% | +282.9% | +251.9% |
| All | +299.9% | +17.7% | +282.2% | +251.9% |
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