+129.2%
HPE vs INCY
+45.3%
+83.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.6% |
| 7D | -0.6% | +1.9% | -2.5% | -0.4% |
| 30D | -2.3% | +5.8% | -8.1% | -1.6% |
| 3M | -2.9% | +25.2% | -28.1% | -1.7% |
| 6M | +143.6% | +28.2% | +115.4% | +145.8% |
| YTD | +118.5% | +28.3% | +90.2% | +120.1% |
| 1Y | +129.2% | +48.3% | +80.9% | +117.0% |
| All | +129.2% | +45.3% | +83.9% | +117.0% |
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