+256.9%
HL vs INCY
+54.2%
+202.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -4.4% | -4.2% | -0.2% | -3.4% |
| 30D | +9.3% | +0.6% | +8.7% | +9.4% |
| 3M | +32.0% | +12.6% | +19.3% | +28.1% |
| 6M | -6.4% | +28.3% | -34.8% | -12.1% |
| YTD | +3.1% | +23.0% | -19.8% | -2.2% |
| 1Y | +77.6% | +41.0% | +36.6% | +62.7% |
| 3Y | +392.8% | +88.6% | +304.2% | +310.3% |
| 5Y | +234.1% | +70.8% | +163.3% | +182.6% |
| All | +256.9% | +54.2% | +202.7% | +152.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling