+43.4%
NVTS vs INCY
+89.7%
-46.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.7% |
| 7D | -1.4% | -4.2% | +2.7% | -0.4% |
| 30D | -16.5% | +0.6% | -17.1% | -16.7% |
| 3M | -47.6% | +12.6% | -60.3% | -50.2% |
| 6M | +7.3% | +28.3% | -21.0% | -2.7% |
| YTD | +62.9% | +23.0% | +39.9% | +51.0% |
| 1Y | +91.3% | +41.0% | +50.3% | +70.8% |
| 3Y | +43.4% | +88.6% | -45.2% | -3.0% |
| All | +43.4% | +89.7% | -46.3% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling