+621.8%
HAL vs INCY
+6,351.7%
-5,730.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.2% |
| 7D | +6.1% | +1.1% | +5.0% | +5.9% |
| 30D | +2.9% | +8.4% | -5.5% | +1.7% |
| 3M | +3.3% | +0.4% | +3.0% | +3.1% |
| 6M | -16.9% | +22.4% | -39.3% | -19.5% |
| YTD | +21.2% | +22.5% | -1.3% | +17.1% |
| 1Y | +27.5% | +14.8% | +12.8% | +24.2% |
| 3Y | -6.4% | +127.7% | -134.2% | -17.6% |
| 5Y | +58.0% | +84.4% | -26.4% | +42.4% |
| 10Y | -14.6% | +15.7% | -30.4% | -20.4% |
| All | +621.8% | +6,351.7% | -5,730.0% | +261.2% |
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