+3.2%
HLT vs INCY
+26.6%
-23.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -1.6% | -4.2% | +2.6% | -1.4% |
| 30D | -5.0% | +0.6% | -5.6% | -4.9% |
| 3M | -10.4% | +12.6% | -23.0% | -10.5% |
| 6M | +3.2% | +28.3% | -25.1% | -1.2% |
| All | +3.2% | +26.6% | -23.3% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling