+72.8%
HCA vs INCY
+69.3%
+3.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.8% | +1.6% |
| 7D | +5.4% | -4.2% | +9.6% | +6.2% |
| 30D | +3.0% | +0.6% | +2.4% | +2.8% |
| 3M | +13.0% | +12.6% | +0.4% | +10.7% |
| 6M | -20.3% | +28.3% | -48.6% | -23.6% |
| YTD | -8.2% | +23.0% | -31.2% | -11.8% |
| 1Y | +6.7% | +41.0% | -34.3% | -0.2% |
| 3Y | +60.4% | +88.6% | -28.2% | +39.7% |
| All | +72.8% | +69.3% | +3.5% | +51.4% |
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 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