+212.0%
NXT vs INCY
+49.7%
+162.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | -9.4% | +1.1% | -10.5% | -9.6% |
| 30D | +15.1% | +8.4% | +6.7% | +13.6% |
| 3M | -9.1% | +0.4% | -9.5% | -9.2% |
| 6M | -30.3% | +22.4% | -52.7% | -33.6% |
| YTD | +9.1% | +22.5% | -13.4% | +3.4% |
| 1Y | +7.9% | +14.8% | -6.9% | +3.7% |
| 3Y | +176.5% | +127.7% | +48.8% | +105.9% |
| All | +212.0% | +49.7% | +162.3% | +185.1% |
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 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