+16,070.1%
NVO vs INCY
+6,378.4%
+9,691.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.7% | -2.0% |
| 7D | -7.6% | -4.2% | -3.4% | -7.2% |
| 30D | -6.0% | +0.6% | -6.5% | -6.0% |
| 3M | -0.8% | +12.6% | -13.4% | -1.8% |
| 6M | +16.5% | +28.3% | -11.9% | +14.0% |
| YTD | -11.1% | +23.0% | -34.1% | -12.7% |
| 1Y | -16.7% | +41.0% | -57.7% | -19.1% |
| 3Y | -52.9% | +88.6% | -141.5% | -55.7% |
| 5Y | -3.0% | +70.8% | -73.8% | -8.3% |
| 10Y | +147.1% | +53.5% | +93.5% | +131.1% |
| All | +16,070.1% | +6,378.4% | +9,691.7% | +10,612.7% |
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 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