-99.1%
NVD vs INCY
+89.7%
-188.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | 0.0% |
| 7D | +10.8% | -4.2% | +15.0% | +10.1% |
| 30D | +0.8% | +0.6% | +0.2% | +0.9% |
| 3M | -20.8% | +12.6% | -33.5% | -19.2% |
| 6M | -41.2% | +28.3% | -69.5% | -37.9% |
| YTD | -44.2% | +23.0% | -67.2% | -41.4% |
| 1Y | -54.2% | +41.0% | -95.1% | -50.6% |
| 3Y | -99.1% | +88.6% | -187.7% | -99.0% |
| All | -99.1% | +89.7% | -188.8% | -99.0% |
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