+298.3%
NSC vs INCY
+14.6%
+283.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +0.9% |
| 7D | -3.4% | +2.3% | -5.7% | -3.8% |
| 30D | +3.6% | +6.7% | -3.0% | +2.5% |
| 3M | -1.4% | -1.0% | -0.4% | -1.4% |
| 6M | +6.0% | +22.1% | -16.1% | +1.9% |
| YTD | +15.5% | +21.8% | -6.3% | +10.7% |
| 1Y | +16.2% | +13.5% | +2.7% | +12.6% |
| 3Y | +76.9% | +129.4% | -52.5% | +48.0% |
| 5Y | +29.3% | +84.0% | -54.7% | +11.8% |
| 10Y | +298.3% | +14.9% | +283.4% | +251.5% |
| All | +298.3% | +14.6% | +283.7% | +251.5% |
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