-3.1%
HON vs INCY
+41.2%
-44.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | -3.5% | -4.2% | +0.7% | -3.3% |
| 30D | -13.8% | +0.6% | -14.3% | -13.8% |
| 3M | -11.7% | +12.6% | -24.3% | -12.3% |
| 6M | -18.7% | +28.3% | -47.1% | -20.1% |
| YTD | +0.2% | +23.0% | -22.7% | -1.8% |
| 1Y | -3.1% | +41.0% | -44.0% | -6.4% |
| All | -3.1% | +41.2% | -44.3% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling