+136.0%
NVO vs INCY
+54.2%
+81.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.7% | -1.9% |
| 7D | -7.6% | -4.2% | -3.4% | -6.8% |
| 30D | -6.0% | +0.6% | -6.5% | -6.1% |
| 3M | -0.8% | +12.6% | -13.4% | -3.0% |
| 6M | +16.5% | +28.3% | -11.9% | +11.2% |
| YTD | -11.1% | +23.0% | -34.1% | -14.5% |
| 1Y | -16.7% | +41.0% | -57.7% | -21.9% |
| 3Y | -52.9% | +88.6% | -141.5% | -58.9% |
| 5Y | -3.0% | +70.8% | -73.8% | -14.5% |
| All | +136.0% | +54.2% | +81.8% | +97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling