+76.0%
HPQ vs INCY
+31.3%
+44.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.6% |
| 7D | +1.3% | -2.2% | +3.4% | +1.7% |
| 30D | +8.7% | +3.7% | +5.0% | +7.9% |
| 3M | +31.5% | +22.1% | +9.4% | +30.8% |
| 6M | +76.0% | +29.8% | +46.2% | +77.4% |
| All | +76.0% | +31.3% | +44.7% | +77.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling