+19,691.8%
NTAP vs INCY
+2,756.3%
+16,935.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -0.8% | +1.9% | -2.7% | -1.3% |
| 30D | -0.5% | +5.8% | -6.3% | -2.1% |
| 3M | +4.1% | +25.2% | -21.1% | -2.2% |
| 6M | +88.0% | +28.2% | +59.7% | +75.0% |
| YTD | +75.6% | +28.3% | +47.2% | +63.0% |
| 1Y | +58.9% | +48.3% | +10.6% | +41.7% |
| 3Y | +153.6% | +95.9% | +57.6% | +106.0% |
| 5Y | +127.6% | +66.6% | +61.1% | +90.5% |
| 10Y | +580.4% | +54.5% | +525.8% | +437.7% |
| All | +19,691.8% | +2,756.3% | +16,935.4% | +3,084.4% |
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