+179.3%
HOOD vs INCY
+69.9%
+109.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -2.2% |
| 7D | +7.7% | -2.2% | +9.9% | +8.6% |
| 30D | +22.0% | +3.7% | +18.3% | +20.5% |
| 3M | +37.6% | +22.1% | +15.5% | +26.8% |
| 6M | +45.3% | +29.8% | +15.5% | +30.4% |
| YTD | +1.9% | +27.6% | -25.7% | -8.4% |
| 1Y | -2.7% | +47.2% | -49.9% | -18.2% |
| 3Y | +973.4% | +97.0% | +876.4% | +663.1% |
| 5Y | +179.3% | +73.4% | +105.9% | +93.2% |
| All | +179.3% | +69.9% | +109.4% | +93.2% |
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