+113.0%
NVTS vs INCY
+45.3%
+67.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.6% |
| 7D | +2.7% | +1.9% | +0.8% | +2.1% |
| 30D | -4.5% | +5.8% | -10.3% | -6.0% |
| 3M | -61.5% | +25.2% | -86.7% | -66.3% |
| 6M | +28.0% | +28.2% | -0.2% | +9.2% |
| YTD | +65.3% | +28.3% | +36.9% | +45.2% |
| 1Y | +113.0% | +48.3% | +64.6% | +76.0% |
| All | +113.0% | +45.3% | +67.7% | +76.0% |
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 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