+396.0%
HPE vs INCY
+69.3%
+326.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.5% | +13.9% | +12.7% |
| 7D | +19.4% | -4.2% | +23.6% | +20.3% |
| 30D | +5.6% | +0.6% | +5.0% | +5.4% |
| 3M | +33.1% | +12.6% | +20.4% | +28.9% |
| 6M | +192.5% | +28.3% | +164.1% | +173.1% |
| YTD | +160.9% | +23.0% | +137.9% | +145.5% |
| 1Y | +155.0% | +41.0% | +114.0% | +129.8% |
| 3Y | +289.4% | +88.6% | +200.8% | +214.9% |
| All | +396.0% | +69.3% | +326.7% | +304.5% |
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