+692.1%
HAL vs INCY
+6,660.0%
-5,967.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +2.9% | +1.9% | +1.0% | +2.7% |
| 30D | +17.0% | +5.8% | +11.2% | +16.1% |
| 3M | -9.7% | +25.2% | -34.8% | -12.5% |
| 6M | +8.6% | +28.2% | -19.6% | +4.6% |
| YTD | +33.0% | +28.3% | +4.7% | +27.9% |
| 1Y | +68.3% | +48.3% | +20.0% | +58.6% |
| 3Y | +0.1% | +95.9% | -95.8% | -10.1% |
| 5Y | +102.6% | +66.6% | +36.0% | +84.9% |
| 10Y | +3.8% | +54.5% | -50.7% | -6.5% |
| All | +692.1% | +6,660.0% | -5,967.9% | +294.5% |
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