+122.8%
NTAP vs INCY
+69.5%
+53.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.2% |
| 7D | -1.0% | -3.7% | +2.7% | -0.3% |
| 30D | -7.5% | +1.8% | -9.3% | -8.0% |
| 3M | +14.6% | +17.0% | -2.3% | +10.6% |
| 6M | +91.0% | +28.4% | +62.6% | +79.9% |
| YTD | +73.7% | +24.8% | +48.9% | +64.2% |
| 1Y | +51.2% | +42.9% | +8.3% | +37.9% |
| 3Y | +146.1% | +92.7% | +53.4% | +103.5% |
| 5Y | +122.8% | +73.3% | +49.5% | +84.3% |
| All | +122.8% | +69.5% | +53.3% | +84.3% |
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 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