-7.5%
HDB vs INCY
+132.2%
-139.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | +2.7% | +1.1% | +1.6% | +2.6% |
| 30D | +14.1% | +8.4% | +5.7% | +13.1% |
| 3M | +11.8% | +0.4% | +11.4% | +11.6% |
| 6M | +8.2% | +22.4% | -14.2% | +5.2% |
| YTD | -29.3% | +22.5% | -51.8% | -31.5% |
| 1Y | -28.8% | +14.8% | -43.5% | -30.6% |
| 3Y | -7.5% | +127.7% | -135.2% | -14.8% |
| All | -7.5% | +132.2% | -139.7% | -14.8% |
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 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