+634.9%
HLT vs INCY
+156.2%
+478.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -1.6% | -4.2% | +2.6% | -0.8% |
| 30D | -5.0% | +0.6% | -5.6% | -5.2% |
| 3M | -10.4% | +12.6% | -23.0% | -12.7% |
| 6M | +3.2% | +28.3% | -25.1% | -2.0% |
| YTD | +6.7% | +23.0% | -16.2% | +1.9% |
| 1Y | +10.3% | +41.0% | -30.7% | +2.4% |
| 3Y | +99.3% | +88.6% | +10.7% | +72.2% |
| 5Y | +143.7% | +70.8% | +72.9% | +113.4% |
| 10Y | +584.7% | +53.5% | +531.2% | +471.4% |
| All | +634.9% | +156.2% | +478.8% | +498.7% |
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