+1,076.7%
NVS vs INCY
+1,095.4%
-18.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | -15.7% | -3.7% | -12.0% | -15.4% |
| 30D | -11.1% | +1.8% | -12.9% | -11.2% |
| 3M | -7.2% | +17.0% | -24.2% | -8.3% |
| 6M | -12.3% | +28.4% | -40.7% | -14.0% |
| YTD | +2.8% | +24.8% | -22.1% | +0.9% |
| 1Y | +11.9% | +42.9% | -31.0% | +8.8% |
| 3Y | +55.1% | +92.7% | -37.6% | +46.5% |
| 5Y | +94.1% | +73.3% | +20.7% | +84.1% |
| 10Y | +181.2% | +55.8% | +125.4% | +164.5% |
| All | +1,076.7% | +1,095.4% | -18.7% | +690.5% |
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