+116.4%
HPE vs INCY
+20.6%
+95.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.5% | -10.1% | -4.6% |
| 7D | -17.0% | +5.1% | -22.1% | -15.9% |
| 30D | -26.7% | +7.6% | -34.4% | -25.2% |
| 3M | -4.1% | +1.9% | -6.0% | -2.9% |
| 6M | +75.4% | +26.5% | +49.0% | +81.2% |
| YTD | +111.0% | +24.4% | +86.6% | +116.9% |
| 1Y | +116.4% | +19.4% | +97.1% | +122.3% |
| All | +116.4% | +20.6% | +95.8% | +122.3% |
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