+66.0%
NUE vs INCY
+89.7%
-23.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +1.8% |
| 7D | -0.6% | -4.2% | +3.5% | +0.1% |
| 30D | -4.6% | +0.6% | -5.1% | -4.7% |
| 3M | -0.3% | +12.6% | -13.0% | -2.3% |
| 6M | +51.9% | +28.3% | +23.6% | +45.8% |
| YTD | +60.0% | +23.0% | +37.0% | +54.1% |
| 1Y | +82.9% | +41.0% | +41.9% | +71.4% |
| 3Y | +66.0% | +88.6% | -22.6% | +53.2% |
| All | +66.0% | +89.7% | -23.7% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling