-9.1%
NVTS vs INCY
+84.3%
-93.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.8% |
| 7D | -1.4% | -4.2% | +2.7% | -0.1% |
| 30D | -16.5% | +0.6% | -17.1% | -16.8% |
| 3M | -47.6% | +12.6% | -60.3% | -50.8% |
| 6M | +7.3% | +28.3% | -21.0% | -4.6% |
| YTD | +62.9% | +23.0% | +39.9% | +48.3% |
| 1Y | +91.3% | +41.0% | +50.3% | +64.7% |
| 3Y | +43.4% | +88.6% | -45.2% | +5.1% |
| All | -9.1% | +84.3% | -93.5% | -25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling