+2,494.8%
NVDL vs INCY
+48.8%
+2,446.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.5% | -4.4% |
| 7D | -8.7% | -3.7% | -5.0% | -8.3% |
| 30D | -1.3% | +1.8% | -3.1% | -1.4% |
| 3M | +11.4% | +17.0% | -5.6% | +8.8% |
| 6M | +22.9% | +28.4% | -5.5% | +18.2% |
| YTD | +15.4% | +24.8% | -9.4% | +11.7% |
| 1Y | +18.8% | +42.9% | -24.2% | +13.0% |
| 3Y | +641.4% | +92.7% | +548.7% | +571.5% |
| All | +2,494.8% | +48.8% | +2,446.0% | +2,407.5% |
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