+1,727.4%
NTRA vs INCY
+15.5%
+1,711.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.4% |
| 7D | +0.2% | -4.2% | +4.4% | +1.8% |
| 30D | +4.1% | +0.6% | +3.5% | +3.9% |
| 3M | +50.0% | +12.6% | +37.4% | +42.6% |
| 6M | +67.3% | +28.3% | +39.0% | +51.2% |
| YTD | +43.6% | +23.0% | +20.6% | +31.3% |
| 1Y | +89.2% | +41.0% | +48.3% | +63.5% |
| 3Y | +502.5% | +88.6% | +414.0% | +348.6% |
| 5Y | +173.8% | +70.8% | +103.0% | +112.0% |
| 10Y | +3,189.3% | +53.5% | +3,135.8% | +2,382.1% |
| All | +1,727.4% | +15.5% | +1,711.9% | +1,292.3% |
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 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