-13.0%
NVS vs INCY
+31.3%
-44.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.7% |
| 7D | -15.4% | -2.2% | -13.2% | -14.6% |
| 30D | -12.3% | +3.7% | -16.0% | -13.2% |
| 3M | -7.8% | +22.1% | -29.9% | -13.2% |
| 6M | -13.0% | +29.8% | -42.8% | -19.8% |
| All | -13.0% | +31.3% | -44.3% | -19.8% |
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