+180.5%
NXT vs INCY
+54.0%
+126.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.5% |
| 7D | +2.9% | -0.5% | +3.4% | +2.9% |
| 30D | -17.2% | +3.2% | -20.4% | -17.7% |
| 3M | -32.0% | +23.6% | -55.6% | -35.2% |
| 6M | -15.8% | +29.7% | -45.4% | -20.9% |
| YTD | -1.9% | +25.9% | -27.9% | -7.5% |
| 1Y | +22.5% | +43.7% | -21.2% | +11.7% |
| 3Y | +100.5% | +94.4% | +6.1% | +58.1% |
| All | +180.5% | +54.0% | +126.6% | +155.0% |
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