-4.6%
HD vs INCY
+20.6%
-25.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.5% | +2.1% | +5.7% |
| 7D | +11.9% | +5.1% | +6.8% | +10.9% |
| 30D | +26.4% | +7.6% | +18.8% | +24.7% |
| 3M | +2.8% | +1.9% | +1.0% | +2.3% |
| 6M | +15.5% | +26.5% | -11.0% | +12.4% |
| YTD | +5.5% | +24.4% | -18.8% | +1.4% |
| 1Y | -4.6% | +19.4% | -24.0% | -8.3% |
| All | -4.6% | +20.6% | -25.2% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling