+70.9%
NVT vs INCY
+45.3%
+25.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.6% |
| 7D | +5.1% | +1.9% | +3.2% | +5.0% |
| 30D | -3.7% | +5.8% | -9.5% | -4.1% |
| 3M | -10.1% | +25.2% | -35.3% | -14.1% |
| 6M | +37.5% | +28.2% | +9.2% | +29.7% |
| YTD | +53.7% | +28.3% | +25.4% | +45.0% |
| 1Y | +70.9% | +48.3% | +22.5% | +56.4% |
| All | +70.9% | +45.3% | +25.6% | +56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling