+95.7%
HL vs INCY
+6,620.5%
-6,524.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.8% |
| 7D | +0.4% | -2.2% | +2.6% | +0.6% |
| 30D | +18.8% | +3.7% | +15.2% | +18.5% |
| 3M | +43.7% | +22.1% | +21.7% | +40.8% |
| 6M | -1.0% | +29.8% | -30.8% | -3.7% |
| YTD | +8.7% | +27.6% | -18.9% | +5.9% |
| 1Y | +105.0% | +47.2% | +57.8% | +96.7% |
| 3Y | +427.3% | +97.0% | +330.3% | +387.4% |
| 5Y | +249.3% | +73.4% | +175.9% | +225.9% |
| 10Y | +284.2% | +59.2% | +224.9% | +255.1% |
| All | +95.7% | +6,620.5% | -6,524.9% | +57.7% |
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