+7,021.5%
HD vs INCY
+6,421.1%
+600.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | +20.9% | +9.8% | +11.1% | +19.6% |
| 3M | -0.2% | +1.0% | -1.2% | -0.3% |
| 6M | +14.5% | +21.9% | -7.4% | +11.8% |
| YTD | +4.3% | +23.8% | -19.5% | +1.5% |
| 1Y | -3.5% | +13.0% | -16.5% | -5.2% |
| 3Y | +30.1% | +133.2% | -103.0% | +16.6% |
| 5Y | +8.5% | +87.8% | -79.3% | -0.7% |
| 10Y | +245.3% | +17.0% | +228.3% | +222.8% |
| All | +7,021.5% | +6,421.1% | +600.4% | +2,959.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling