+7.4%
HD vs INCY
+67.2%
-59.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -2.0% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | -11.1% | +3.2% | -14.3% | -11.7% |
| 3M | +2.0% | +23.6% | -21.6% | -1.8% |
| 6M | -10.5% | +29.7% | -40.1% | -14.6% |
| YTD | -6.9% | +25.9% | -32.8% | -11.0% |
| 1Y | -23.2% | +43.7% | -66.9% | -28.6% |
| 3Y | +3.1% | +94.4% | -91.4% | -11.5% |
| 5Y | +7.4% | +68.0% | -60.6% | -4.7% |
| All | +7.4% | +67.2% | -59.8% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling