+19.3%
NVO vs INCY
+26.4%
-7.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.4% |
| 7D | -7.4% | -3.7% | -3.7% | -6.0% |
| 30D | -5.5% | +1.8% | -7.3% | -6.0% |
| 3M | +4.1% | +17.0% | -12.9% | -2.1% |
| 6M | +19.3% | +28.4% | -9.1% | +9.2% |
| All | +19.3% | +26.4% | -7.1% | +9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling