+677.7%
HPE vs INCY
+14.9%
+662.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.9% | +9.6% | +8.1% |
| 7D | +10.1% | -0.5% | +10.6% | +10.2% |
| 30D | +5.3% | +3.2% | +2.1% | +4.6% |
| 3M | +12.7% | +23.6% | -10.9% | +7.4% |
| 6M | +167.7% | +29.7% | +138.0% | +151.7% |
| YTD | +135.5% | +25.9% | +109.5% | +122.2% |
| 1Y | +143.4% | +43.7% | +99.7% | +122.7% |
| 3Y | +249.2% | +94.4% | +154.7% | +195.0% |
| 5Y | +343.8% | +68.0% | +275.9% | +282.9% |
| 10Y | +495.9% | +52.5% | +443.3% | +373.7% |
| All | +677.7% | +14.9% | +662.8% | +498.5% |
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 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