-23.9%
HD vs INCY
+43.7%
-67.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -1.2% |
| 7D | -3.9% | -3.7% | -0.2% | -3.4% |
| 30D | -13.1% | +1.8% | -15.0% | -13.3% |
| 3M | -3.4% | +17.0% | -20.4% | -5.0% |
| 6M | -12.6% | +28.4% | -40.9% | -15.0% |
| YTD | -9.2% | +24.8% | -34.0% | -12.3% |
| 1Y | -23.9% | +42.9% | -66.9% | -27.7% |
| All | -23.9% | +43.7% | -67.6% | -27.7% |
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