+167.1%
NXT vs INCY
+52.6%
+114.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.8% |
| 7D | -2.6% | -3.7% | +1.1% | -1.9% |
| 30D | -22.4% | +1.8% | -24.3% | -22.7% |
| 3M | -27.3% | +17.0% | -44.3% | -29.9% |
| 6M | -28.5% | +28.4% | -56.9% | -32.7% |
| YTD | -6.6% | +24.8% | -31.4% | -11.8% |
| 1Y | +20.4% | +42.9% | -22.6% | +9.8% |
| 3Y | +90.9% | +92.7% | -1.8% | +50.7% |
| All | +167.1% | +52.6% | +114.5% | +143.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling