-20.1%
NVDL vs INCY
+20.6%
-40.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.5% | -10.6% | -6.3% |
| 7D | -14.0% | +5.1% | -19.1% | -14.3% |
| 30D | -31.2% | +7.6% | -38.8% | -31.6% |
| 3M | -15.5% | +1.9% | -17.4% | -15.0% |
| 6M | -10.3% | +26.5% | -36.7% | -16.2% |
| YTD | -5.8% | +24.4% | -30.2% | -10.6% |
| 1Y | -20.1% | +19.4% | -39.4% | -26.0% |
| All | -20.1% | +20.6% | -40.7% | -26.0% |
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 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