+212.4%
NXPI vs INCY
+15.3%
+197.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +6.8% | +1.1% | +5.7% | +6.4% |
| 30D | +20.0% | +8.4% | +11.6% | +17.2% |
| 3M | +14.8% | +0.4% | +14.4% | +14.3% |
| 6M | -10.5% | +22.4% | -32.9% | -16.7% |
| YTD | +23.7% | +22.5% | +1.3% | +14.7% |
| 1Y | +34.1% | +14.8% | +19.3% | +26.5% |
| 3Y | +51.2% | +127.7% | -76.5% | +12.2% |
| 5Y | +33.4% | +84.4% | -51.0% | +5.4% |
| All | +212.4% | +15.3% | +197.1% | +153.2% |
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 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