+172.1%
NXT vs INCY
+50.3%
+121.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.2% |
| 7D | -1.9% | -4.2% | +2.3% | -1.2% |
| 30D | -20.0% | +0.6% | -20.6% | -20.2% |
| 3M | -30.7% | +12.6% | -43.4% | -32.7% |
| 6M | -29.0% | +28.3% | -57.3% | -33.2% |
| YTD | -4.8% | +23.0% | -27.8% | -9.9% |
| 1Y | +22.8% | +41.0% | -18.2% | +12.3% |
| 3Y | +93.9% | +88.6% | +5.4% | +53.8% |
| All | +172.1% | +50.3% | +121.8% | +148.4% |
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