+41.5%
NU vs INCY
+80.7%
-39.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.3% |
| 7D | -4.9% | -4.2% | -0.7% | -3.8% |
| 30D | +7.8% | +0.6% | +7.2% | +7.7% |
| 3M | +20.9% | +12.6% | +8.3% | +16.6% |
| 6M | +0.9% | +28.3% | -27.4% | -6.3% |
| YTD | -12.7% | +23.0% | -35.6% | -18.4% |
| 1Y | -6.4% | +41.0% | -47.4% | -16.5% |
| 3Y | +98.1% | +88.6% | +9.5% | +57.0% |
| All | +41.5% | +80.7% | -39.1% | +27.9% |
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