+210.2%
HD vs INCY
+56.1%
+154.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -1.8% | -2.2% | +0.4% | -1.4% |
| 30D | -10.8% | +3.7% | -14.5% | -11.4% |
| 3M | -2.7% | +22.1% | -24.7% | -6.2% |
| 6M | -10.3% | +29.8% | -40.1% | -14.6% |
| YTD | -7.8% | +27.6% | -35.4% | -12.2% |
| 1Y | -23.1% | +47.2% | -70.3% | -28.9% |
| 3Y | +2.0% | +97.0% | -94.9% | -12.1% |
| 5Y | +6.2% | +73.4% | -67.1% | -6.9% |
| 10Y | +210.2% | +59.2% | +150.9% | +151.1% |
| All | +210.2% | +56.1% | +154.0% | +151.1% |
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