+649.9%
NVDL vs INCY
+89.7%
+560.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | -10.3% | -4.2% | -6.2% | -9.7% |
| 30D | -7.1% | +0.6% | -7.7% | -7.1% |
| 3M | +6.6% | +12.6% | -6.1% | +4.1% |
| 6M | +21.1% | +28.3% | -7.3% | +14.9% |
| YTD | +15.2% | +23.0% | -7.8% | +10.4% |
| 1Y | +18.8% | +41.0% | -22.2% | +11.0% |
| 3Y | +649.9% | +88.6% | +561.3% | +558.6% |
| All | +649.9% | +89.7% | +560.2% | +558.6% |
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