+1.5%
HON vs INCY
+69.3%
-67.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -3.5% | -4.2% | +0.7% | -2.9% |
| 30D | -13.8% | +0.6% | -14.3% | -13.9% |
| 3M | -11.7% | +12.6% | -24.3% | -13.5% |
| 6M | -18.7% | +28.3% | -47.1% | -22.2% |
| YTD | +0.2% | +23.0% | -22.7% | -3.7% |
| 1Y | -3.1% | +41.0% | -44.0% | -9.3% |
| 3Y | +17.0% | +88.6% | -71.6% | +1.5% |
| All | +1.5% | +69.3% | -67.8% | -10.9% |
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