-19.8%
HD vs INCY
+45.3%
-65.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -2.1% | +1.9% | -4.0% | -2.3% |
| 30D | -8.4% | +5.8% | -14.2% | -9.1% |
| 3M | +4.3% | +25.2% | -20.9% | +1.8% |
| 6M | -11.1% | +28.2% | -39.3% | -13.9% |
| YTD | -4.7% | +28.3% | -33.0% | -8.3% |
| 1Y | -19.8% | +48.3% | -68.2% | -24.5% |
| All | -19.8% | +45.3% | -65.1% | -24.5% |
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