+245.3%
HD vs INCY
+17.7%
+227.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | +20.9% | +9.8% | +11.1% | +18.9% |
| 3M | -0.2% | +1.0% | -1.2% | -0.4% |
| 6M | +14.5% | +21.9% | -7.4% | +10.2% |
| YTD | +4.3% | +23.8% | -19.5% | -0.2% |
| 1Y | -3.5% | +13.0% | -16.5% | -6.3% |
| 3Y | +30.1% | +133.2% | -103.0% | +8.2% |
| 5Y | +8.5% | +87.8% | -79.3% | -6.2% |
| 10Y | +245.3% | +17.0% | +228.3% | +196.1% |
| All | +245.3% | +17.7% | +227.6% | +196.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling