+3,769.4%
HDB vs INCY
+584.4%
+3,185.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.2% |
| 7D | +0.4% | +1.9% | -1.5% | +0.1% |
| 30D | -2.8% | +5.8% | -8.6% | -3.9% |
| 3M | -3.5% | +25.2% | -28.7% | -7.8% |
| 6M | -24.7% | +28.2% | -52.9% | -28.4% |
| YTD | -36.6% | +28.3% | -64.9% | -39.8% |
| 1Y | -34.4% | +48.3% | -82.7% | -39.5% |
| 3Y | -24.4% | +95.9% | -120.3% | -35.1% |
| 5Y | -35.4% | +66.6% | -101.9% | -43.3% |
| 10Y | +39.5% | +54.5% | -15.0% | +17.4% |
| All | +3,769.4% | +584.4% | +3,185.0% | +1,547.1% |
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