+4,105.9%
NUE vs INCY
+6,474.9%
-2,369.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.7% |
| 7D | -2.7% | -3.7% | +1.0% | -2.2% |
| 30D | -6.1% | +1.8% | -7.9% | -6.3% |
| 3M | +2.2% | +17.0% | -14.7% | +0.1% |
| 6M | +50.8% | +28.4% | +22.4% | +45.7% |
| YTD | +57.5% | +24.8% | +32.7% | +52.5% |
| 1Y | +82.5% | +42.9% | +39.5% | +73.1% |
| 3Y | +61.7% | +92.7% | -31.0% | +46.1% |
| 5Y | +145.1% | +73.3% | +71.8% | +123.6% |
| 10Y | +577.8% | +55.8% | +522.0% | +507.3% |
| All | +4,105.9% | +6,474.9% | -2,369.0% | +1,688.7% |
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