+1,172.7%
HAS vs INCY
+6,660.0%
-5,487.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -1.8% | +1.9% | -3.7% | -2.0% |
| 30D | +2.3% | +5.8% | -3.5% | +1.7% |
| 3M | +10.4% | +25.2% | -14.8% | +8.1% |
| 6M | -3.2% | +28.2% | -31.4% | -5.5% |
| YTD | +15.4% | +28.3% | -12.9% | +12.5% |
| 1Y | +18.8% | +48.3% | -29.5% | +14.2% |
| 3Y | +43.9% | +95.9% | -52.0% | +34.2% |
| 5Y | +13.9% | +66.6% | -52.7% | +7.3% |
| 10Y | +56.4% | +54.5% | +1.9% | +44.9% |
| All | +1,172.7% | +6,660.0% | -5,487.3% | +728.4% |
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