-14.9%
HAL vs INCY
+15.3%
-30.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | +6.1% | +1.1% | +5.0% | +5.8% |
| 30D | +2.9% | +8.4% | -5.5% | +0.8% |
| 3M | +3.3% | +0.4% | +3.0% | +2.9% |
| 6M | -16.9% | +22.4% | -39.3% | -21.8% |
| YTD | +21.2% | +22.5% | -1.3% | +13.4% |
| 1Y | +27.5% | +14.8% | +12.8% | +21.2% |
| 3Y | -6.4% | +127.7% | -134.2% | -28.3% |
| 5Y | +58.0% | +84.4% | -26.4% | +27.3% |
| All | -14.9% | +15.3% | -30.2% | -30.3% |
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