-36.1%
HOOD vs INCY
+20.6%
-56.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.5% | -2.5% | +1.2% |
| 7D | -4.4% | +5.1% | -9.5% | -5.3% |
| 30D | -23.4% | +7.6% | -31.0% | -24.5% |
| 3M | -6.5% | +1.9% | -8.4% | -6.5% |
| 6M | +14.2% | +26.5% | -12.3% | +8.1% |
| YTD | -22.7% | +24.4% | -47.1% | -27.3% |
| 1Y | -36.1% | +19.4% | -55.5% | -38.3% |
| All | -36.1% | +20.6% | -56.7% | -38.3% |
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