+2,319.4%
HON vs INCY
+6,620.5%
-4,301.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | -0.6% | -2.2% | +1.6% | -0.3% |
| 30D | -15.4% | +3.7% | -19.1% | -15.8% |
| 3M | -9.1% | +22.1% | -31.2% | -11.3% |
| 6M | -17.1% | +29.8% | -46.8% | -19.7% |
| YTD | +1.5% | +27.6% | -26.1% | -1.6% |
| 1Y | -1.3% | +47.2% | -48.5% | -6.0% |
| 3Y | +19.5% | +97.0% | -77.4% | +9.2% |
| 5Y | +3.1% | +73.4% | -70.3% | -5.0% |
| 10Y | +138.4% | +59.2% | +79.1% | +115.4% |
| All | +2,319.4% | +6,620.5% | -4,301.2% | +1,174.6% |
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