-21.4%
HCA vs INCY
+26.4%
-47.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.5% |
| 7D | +2.9% | -3.7% | +6.6% | +4.1% |
| 30D | +2.4% | +1.8% | +0.5% | +1.6% |
| 3M | +13.0% | +17.0% | -3.9% | +8.6% |
| 6M | -21.4% | +28.4% | -49.8% | -26.0% |
| All | -21.4% | +26.4% | -47.8% | -26.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling