+228.7%
HL vs INCY
+69.3%
+159.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -4.4% | -4.2% | -0.2% | -3.5% |
| 30D | +9.3% | +0.6% | +8.7% | +9.4% |
| 3M | +32.0% | +12.6% | +19.3% | +28.9% |
| 6M | -6.4% | +28.3% | -34.8% | -11.1% |
| YTD | +3.1% | +23.0% | -19.8% | -1.2% |
| 1Y | +77.6% | +41.0% | +36.6% | +65.8% |
| 3Y | +392.8% | +88.6% | +304.2% | +323.0% |
| All | +228.7% | +69.3% | +159.4% | +182.2% |
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