+51.0%
HPQ vs INCY
+69.3%
-18.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.5% | +9.9% | +8.8% |
| 7D | +9.8% | -4.2% | +13.9% | +10.9% |
| 30D | +22.4% | +0.6% | +21.8% | +22.1% |
| 3M | +45.2% | +12.6% | +32.5% | +41.0% |
| 6M | +96.4% | +28.3% | +68.1% | +84.4% |
| YTD | +65.4% | +23.0% | +42.4% | +56.1% |
| 1Y | +31.6% | +41.0% | -9.4% | +19.0% |
| 3Y | +37.0% | +88.6% | -51.6% | +10.7% |
| All | +51.0% | +69.3% | -18.3% | +19.9% |
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