+27.2%
NSC vs INCY
+82.2%
-55.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | 0.0% | +1.5% |
| 7D | -5.4% | +1.5% | -6.9% | -5.6% |
| 30D | +2.9% | +8.1% | -5.1% | +1.7% |
| 3M | -2.2% | +1.1% | -3.3% | -2.4% |
| 6M | +5.3% | +23.7% | -18.4% | +1.4% |
| YTD | +14.8% | +23.4% | -8.6% | +10.0% |
| 1Y | +16.6% | +15.0% | +1.6% | +13.0% |
| 3Y | +78.6% | +132.1% | -53.5% | +46.8% |
| 5Y | +27.2% | +83.2% | -56.0% | +12.6% |
| All | +27.2% | +82.2% | -55.0% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling