+1,747.1%
NXPI vs INCY
+838.9%
+908.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.5% |
| 7D | +1.9% | +1.9% | 0.0% | +1.3% |
| 30D | -1.4% | +5.8% | -7.2% | -3.1% |
| 3M | -29.1% | +25.2% | -54.2% | -34.1% |
| 6M | +6.2% | +28.2% | -22.0% | -2.1% |
| YTD | +5.9% | +28.3% | -22.5% | -2.7% |
| 1Y | +2.9% | +48.3% | -45.5% | -9.8% |
| 3Y | +14.5% | +95.9% | -81.4% | -9.7% |
| 5Y | +17.1% | +66.6% | -49.5% | -4.1% |
| 10Y | +193.4% | +54.5% | +138.8% | +125.8% |
| All | +1,747.1% | +838.9% | +908.2% | +475.6% |
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