+328.2%
NSC vs INCY
+56.5%
+271.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.4% |
| 7D | -1.4% | -3.7% | +2.3% | -0.8% |
| 30D | -3.4% | +1.8% | -5.2% | -3.7% |
| 3M | +5.1% | +17.0% | -11.9% | +2.0% |
| 6M | +9.2% | +28.4% | -19.2% | +4.1% |
| YTD | +13.4% | +24.8% | -11.4% | +8.3% |
| 1Y | +20.8% | +42.9% | -22.1% | +12.1% |
| 3Y | +76.1% | +92.7% | -16.6% | +52.1% |
| 5Y | +45.3% | +73.3% | -28.1% | +26.7% |
| All | +328.2% | +56.5% | +271.7% | +245.3% |
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