+625.8%
NTAP vs INCY
+54.2%
+571.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.5% | +10.0% | +8.8% |
| 7D | +7.4% | -4.2% | +11.5% | +8.3% |
| 30D | -1.4% | +0.6% | -2.0% | -1.7% |
| 3M | +24.6% | +12.6% | +11.9% | +20.9% |
| 6M | +105.9% | +28.3% | +77.6% | +93.6% |
| YTD | +88.5% | +23.0% | +65.5% | +78.5% |
| 1Y | +62.1% | +41.0% | +21.1% | +48.3% |
| 3Y | +169.1% | +88.6% | +80.5% | +125.8% |
| 5Y | +141.9% | +70.8% | +71.1% | +105.7% |
| All | +625.8% | +54.2% | +571.6% | +478.5% |
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