+284.9%
NSC vs INCY
+15.3%
+269.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +2.5% | +1.1% | +1.4% | +2.3% |
| 30D | +1.7% | +8.4% | -6.7% | +0.3% |
| 3M | -2.6% | +0.4% | -2.9% | -2.7% |
| 6M | +6.4% | +22.4% | -16.0% | +2.3% |
| YTD | +15.5% | +22.5% | -7.0% | +10.6% |
| 1Y | +17.6% | +14.8% | +2.8% | +13.8% |
| 3Y | +75.0% | +127.7% | -52.8% | +46.6% |
| 5Y | +32.2% | +84.4% | -52.2% | +14.3% |
| All | +284.9% | +15.3% | +269.5% | +238.9% |
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