-6.3%
NVTS vs INCY
+88.8%
-95.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.5% | +2.3% |
| 7D | +9.7% | -0.5% | +10.2% | +9.8% |
| 30D | -13.6% | +3.2% | -16.8% | -14.6% |
| 3M | -51.0% | +23.6% | -74.6% | -55.7% |
| 6M | +46.3% | +29.7% | +16.7% | +29.6% |
| YTD | +68.1% | +25.9% | +42.1% | +51.9% |
| 1Y | +113.9% | +43.7% | +70.2% | +83.0% |
| 3Y | +45.3% | +94.4% | -49.2% | +5.3% |
| All | -6.3% | +88.8% | -95.0% | -24.2% |
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