+210.0%
NXPI vs INCY
+56.5%
+153.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +2.0% |
| 7D | +0.7% | -3.7% | +4.3% | +1.7% |
| 30D | -4.2% | +1.8% | -6.0% | -4.8% |
| 3M | -20.4% | +17.0% | -37.4% | -24.4% |
| 6M | +12.5% | +28.4% | -15.9% | +3.7% |
| YTD | +5.2% | +24.8% | -19.6% | -2.5% |
| 1Y | +5.1% | +42.9% | -37.8% | -6.8% |
| 3Y | +17.7% | +92.7% | -75.0% | -6.8% |
| 5Y | +16.8% | +73.3% | -56.5% | -5.3% |
| All | +210.0% | +56.5% | +153.5% | +170.7% |
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