+19,285.3%
NTAP vs INCY
+2,626.1%
+16,659.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | +7.2% | +1.1% | +6.1% | +6.9% |
| 30D | -18.4% | +8.4% | -26.8% | -20.1% |
| 3M | -11.3% | +0.4% | -11.7% | -11.9% |
| 6M | +53.8% | +22.4% | +31.3% | +44.5% |
| YTD | +72.0% | +22.5% | +49.5% | +60.9% |
| 1Y | +68.0% | +14.8% | +53.3% | +59.5% |
| 3Y | +149.5% | +127.7% | +21.8% | +94.5% |
| 5Y | +125.6% | +84.4% | +41.2% | +84.0% |
| 10Y | +583.1% | +15.7% | +567.4% | +481.3% |
| All | +19,285.3% | +2,626.1% | +16,659.3% | +3,042.5% |
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 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