+420.3%
NVT vs INCY
+69.3%
+351.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +4.9% |
| 7D | +4.1% | -4.2% | +8.2% | +4.7% |
| 30D | -5.1% | +0.6% | -5.7% | -5.3% |
| 3M | -1.2% | +12.6% | -13.8% | -4.1% |
| 6M | +46.6% | +28.3% | +18.3% | +38.2% |
| YTD | +60.0% | +23.0% | +37.0% | +51.9% |
| 1Y | +70.8% | +41.0% | +29.8% | +57.5% |
| 3Y | +187.5% | +88.6% | +99.0% | +146.1% |
| All | +420.3% | +69.3% | +351.0% | +341.3% |
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