+2,490.2%
NVDL vs INCY
+46.6%
+2,443.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -10.3% | -4.2% | -6.2% | -9.8% |
| 30D | -7.1% | +0.6% | -7.7% | -7.1% |
| 3M | +6.6% | +12.6% | -6.1% | +4.7% |
| 6M | +21.1% | +28.3% | -7.3% | +16.4% |
| YTD | +15.2% | +23.0% | -7.8% | +11.7% |
| 1Y | +18.8% | +41.0% | -22.2% | +13.2% |
| 3Y | +649.9% | +88.6% | +561.3% | +579.4% |
| All | +2,490.2% | +46.6% | +2,443.5% | +2,407.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling