+3,059.8%
NSC vs INCY
+6,400.8%
-3,341.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | 0.0% | +1.7% |
| 7D | -5.4% | +1.5% | -6.9% | -5.5% |
| 30D | +2.9% | +8.1% | -5.1% | +2.1% |
| 3M | -2.2% | +1.1% | -3.3% | -2.3% |
| 6M | +5.3% | +23.7% | -18.4% | +2.8% |
| YTD | +14.8% | +23.4% | -8.6% | +11.8% |
| 1Y | +16.6% | +15.0% | +1.6% | +14.3% |
| 3Y | +78.6% | +132.1% | -53.5% | +61.9% |
| 5Y | +27.2% | +83.2% | -56.0% | +17.6% |
| 10Y | +302.5% | +17.1% | +285.5% | +278.4% |
| All | +3,059.8% | +6,400.8% | -3,341.0% | +1,705.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling