+46.6%
NVT vs INCY
+26.6%
+20.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +4.4% |
| 7D | +4.1% | -4.2% | +8.2% | +3.4% |
| 30D | -5.1% | +0.6% | -5.7% | -5.0% |
| 3M | -1.2% | +12.6% | -13.8% | -2.1% |
| 6M | +46.6% | +28.3% | +18.3% | +36.5% |
| All | +46.6% | +26.6% | +20.0% | +36.5% |
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 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