+103.6%
HAL vs INCY
+69.5%
+34.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.5% |
| 7D | -3.3% | -3.7% | +0.4% | -2.7% |
| 30D | +7.2% | +1.8% | +5.4% | +6.9% |
| 3M | -8.8% | +17.0% | -25.8% | -11.4% |
| 6M | +3.0% | +28.4% | -25.4% | -1.8% |
| YTD | +29.4% | +24.8% | +4.6% | +23.6% |
| 1Y | +62.8% | +42.9% | +19.9% | +51.0% |
| 3Y | -6.4% | +92.7% | -99.1% | -19.9% |
| 5Y | +103.6% | +73.3% | +30.3% | +80.9% |
| All | +103.6% | +69.5% | +34.1% | +80.9% |
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