-99.2%
NVD vs INCY
+94.4%
-193.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +2.1% |
| 7D | +0.5% | -2.2% | +2.7% | +0.2% |
| 30D | -9.3% | +3.7% | -13.0% | -8.7% |
| 3M | -22.1% | +22.1% | -44.2% | -19.2% |
| 6M | -45.8% | +29.8% | -75.6% | -42.7% |
| YTD | -46.7% | +27.6% | -74.3% | -43.8% |
| 1Y | -59.5% | +47.2% | -106.7% | -56.0% |
| 3Y | -99.2% | +97.0% | -196.1% | -99.0% |
| All | -99.2% | +94.4% | -193.5% | -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 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