+1,845.0%
HPQ vs INCY
+6,620.5%
-4,775.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.7% |
| 7D | +1.3% | -2.2% | +3.4% | +1.6% |
| 30D | +8.7% | +3.7% | +5.0% | +8.1% |
| 3M | +31.5% | +22.1% | +9.4% | +27.7% |
| 6M | +76.0% | +29.8% | +46.2% | +69.2% |
| YTD | +49.5% | +27.6% | +22.0% | +43.8% |
| 1Y | +17.3% | +47.2% | -29.9% | +10.3% |
| 3Y | +24.4% | +97.0% | -72.6% | +11.1% |
| 5Y | +37.3% | +73.4% | -36.1% | +24.4% |
| 10Y | +223.0% | +59.2% | +163.8% | +186.2% |
| All | +1,845.0% | +6,620.5% | -4,775.5% | +641.5% |
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