+400.5%
HBAN vs INCY
+6,474.9%
-6,074.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.9% |
| 7D | -1.9% | -3.7% | +1.8% | -1.4% |
| 30D | -5.9% | +1.8% | -7.7% | -6.1% |
| 3M | +0.2% | +17.0% | -16.7% | -2.1% |
| 6M | +6.6% | +28.4% | -21.7% | +2.8% |
| YTD | -1.7% | +24.8% | -26.5% | -5.0% |
| 1Y | -1.7% | +42.9% | -44.6% | -6.9% |
| 3Y | +74.9% | +92.7% | -17.8% | +57.8% |
| 5Y | +36.0% | +73.3% | -37.4% | +23.9% |
| 10Y | +156.9% | +55.8% | +101.1% | +128.8% |
| All | +400.5% | +6,474.9% | -6,074.4% | +145.4% |
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