+12.6%
HAS vs INCY
+67.2%
-54.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -2.0% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | -2.7% | +3.2% | -5.9% | -3.4% |
| 3M | +8.9% | +23.6% | -14.7% | +4.1% |
| 6M | -2.9% | +29.7% | -32.6% | -8.3% |
| YTD | +12.6% | +25.9% | -13.3% | +6.3% |
| 1Y | +17.5% | +43.7% | -26.2% | +6.9% |
| 3Y | +46.2% | +94.4% | -48.2% | +20.3% |
| 5Y | +12.6% | +68.0% | -55.4% | -6.3% |
| All | +12.6% | +67.2% | -54.6% | -6.3% |
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 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