+127.9%
NTAP vs INCY
+83.5%
+44.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | +7.2% | +1.1% | +6.1% | +7.0% |
| 30D | -18.4% | +8.4% | -26.8% | -19.6% |
| 3M | -11.3% | +0.4% | -11.7% | -11.7% |
| 6M | +53.8% | +22.4% | +31.3% | +45.9% |
| YTD | +72.0% | +22.5% | +49.5% | +62.3% |
| 1Y | +68.0% | +14.8% | +53.3% | +60.9% |
| 3Y | +149.5% | +127.7% | +21.8% | +90.5% |
| All | +127.9% | +83.5% | +44.5% | +83.2% |
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