+91.3%
NVTS vs INCY
+41.2%
+50.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.7% |
| 7D | -1.4% | -4.2% | +2.7% | -0.3% |
| 30D | -16.5% | +0.6% | -17.1% | -16.7% |
| 3M | -47.6% | +12.6% | -60.3% | -51.3% |
| 6M | +7.3% | +28.3% | -21.0% | -10.0% |
| YTD | +62.9% | +23.0% | +39.9% | +44.4% |
| 1Y | +91.3% | +41.0% | +50.3% | +57.9% |
| All | +91.3% | +41.2% | +50.0% | +57.9% |
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 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