+94.0%
NVS vs INCY
+69.3%
+24.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | 0.0% |
| 7D | -14.3% | -4.2% | -10.1% | -13.6% |
| 30D | -10.0% | +0.6% | -10.5% | -9.9% |
| 3M | -10.9% | +12.6% | -23.5% | -12.6% |
| 6M | -12.0% | +28.3% | -40.3% | -15.5% |
| YTD | +2.5% | +23.0% | -20.5% | -1.1% |
| 1Y | +10.7% | +41.0% | -30.3% | +4.5% |
| 3Y | +53.3% | +88.6% | -35.3% | +36.8% |
| All | +94.0% | +69.3% | +24.7% | +75.3% |
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