+1,575.6%
HAS vs INCY
+6,316.0%
-4,740.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | +3.3% | +2.3% | +1.0% | +3.1% |
| 30D | +30.5% | +6.7% | +23.9% | +29.8% |
| 3M | +29.9% | -1.0% | +30.9% | +29.9% |
| 6M | +26.5% | +22.1% | +4.5% | +24.1% |
| YTD | +51.9% | +21.8% | +30.1% | +48.7% |
| 1Y | +60.9% | +13.5% | +47.4% | +58.4% |
| 3Y | +215.0% | +129.4% | +85.6% | +189.6% |
| 5Y | +51.5% | +84.0% | -32.5% | +41.6% |
| 10Y | +102.2% | +14.9% | +87.4% | +92.2% |
| All | +1,575.6% | +6,316.0% | -4,740.4% | +995.1% |
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