-30.2%
NVD vs INCY
+20.6%
-50.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.5% | +2.0% | +6.6% |
| 7D | +15.0% | +5.1% | +9.8% | +15.2% |
| 30D | +39.3% | +7.6% | +31.6% | +39.7% |
| 3M | +3.1% | +1.9% | +1.3% | +2.3% |
| 6M | -19.0% | +26.5% | -45.4% | -14.3% |
| YTD | -35.5% | +24.4% | -59.9% | -31.5% |
| 1Y | -30.2% | +19.4% | -49.6% | -23.9% |
| All | -30.2% | +20.6% | -50.8% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling