-38.1%
HDB vs INCY
+69.5%
-107.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.7% |
| 7D | -6.2% | -3.7% | -2.5% | -5.6% |
| 30D | -6.2% | +1.8% | -8.1% | -6.5% |
| 3M | -5.9% | +17.0% | -22.8% | -8.5% |
| 6M | -25.9% | +28.4% | -54.3% | -29.2% |
| YTD | -40.2% | +24.8% | -65.0% | -42.8% |
| 1Y | -38.0% | +42.9% | -80.9% | -42.0% |
| 3Y | -30.5% | +92.7% | -123.2% | -39.3% |
| 5Y | -38.1% | +73.3% | -111.5% | -45.0% |
| All | -38.1% | +69.5% | -107.7% | -45.0% |
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 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