+712.5%
NVT vs INCY
+87.8%
+624.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | -1.6% |
| 7D | +2.0% | -3.7% | +5.7% | +2.9% |
| 30D | -7.2% | +1.8% | -9.0% | -7.7% |
| 3M | -0.9% | +17.0% | -17.9% | -5.9% |
| 6M | +42.6% | +28.4% | +14.2% | +31.7% |
| YTD | +52.9% | +24.8% | +28.1% | +41.9% |
| 1Y | +64.5% | +42.9% | +21.5% | +46.5% |
| 3Y | +178.0% | +92.7% | +85.3% | +120.8% |
| 5Y | +402.8% | +73.3% | +329.4% | +305.3% |
| All | +712.5% | +87.8% | +624.7% | +470.0% |
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