-28.5%
HDB vs INCY
+95.0%
-123.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.2% | -2.8% |
| 7D | -2.0% | -0.5% | -1.6% | -2.0% |
| 30D | -4.9% | +3.2% | -8.1% | -5.2% |
| 3M | -2.3% | +23.6% | -25.9% | -4.9% |
| 6M | -23.7% | +29.7% | -53.4% | -26.3% |
| YTD | -38.5% | +25.9% | -64.4% | -40.5% |
| 1Y | -36.5% | +43.7% | -80.2% | -39.3% |
| 3Y | -28.5% | +94.4% | -122.9% | -34.0% |
| All | -28.5% | +95.0% | -123.4% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling