+45.2%
NU vs INCY
+87.4%
-42.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -2.5% |
| 7D | -2.6% | -2.2% | -0.4% | -2.0% |
| 30D | +8.2% | +3.7% | +4.6% | +7.2% |
| 3M | +26.3% | +22.1% | +4.2% | +19.0% |
| 6M | +2.2% | +29.8% | -27.5% | -5.4% |
| YTD | -10.4% | +27.6% | -38.0% | -17.1% |
| 1Y | -3.0% | +47.2% | -50.2% | -14.5% |
| 3Y | +120.3% | +97.0% | +23.3% | +72.2% |
| All | +45.2% | +87.4% | -42.2% | +29.9% |
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 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