+15.8%
NXPI vs INCY
+96.8%
-81.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -2.3% | -2.2% | -0.1% | -1.8% |
| 30D | -4.3% | +3.7% | -8.0% | -5.1% |
| 3M | -24.7% | +22.1% | -46.7% | -28.5% |
| 6M | +9.7% | +29.8% | -20.0% | +2.3% |
| YTD | +3.8% | +27.6% | -23.8% | -3.2% |
| 1Y | +1.6% | +47.2% | -45.6% | -9.2% |
| All | +15.8% | +96.8% | -81.0% | -13.9% |
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 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