+250.7%
HOOD vs INCY
+61.4%
+189.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | +17.1% | +1.9% | +15.2% | +16.3% |
| 30D | +31.6% | +5.8% | +25.8% | +29.1% |
| 3M | +38.2% | +25.2% | +13.0% | +26.3% |
| 6M | +48.5% | +28.2% | +20.3% | +34.3% |
| YTD | +8.0% | +28.3% | -20.4% | -2.9% |
| 1Y | +18.7% | +48.3% | -29.7% | -0.1% |
| 3Y | +999.1% | +95.9% | +903.2% | +691.7% |
| 5Y | +181.7% | +66.6% | +115.1% | +90.5% |
| All | +250.7% | +61.4% | +189.2% | +134.4% |
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 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