+13.0%
HSY vs INCY
+69.5%
-56.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.5% |
| 7D | -0.4% | -3.7% | +3.3% | 0.0% |
| 30D | -3.4% | +1.8% | -5.3% | -3.6% |
| 3M | -0.5% | +17.0% | -17.5% | -2.0% |
| 6M | -19.1% | +28.4% | -47.5% | -21.1% |
| YTD | -2.1% | +24.8% | -26.9% | -4.3% |
| 1Y | -3.2% | +42.9% | -46.2% | -6.6% |
| 3Y | -8.8% | +92.7% | -101.5% | -15.6% |
| 5Y | +13.0% | +73.3% | -60.4% | +5.3% |
| All | +13.0% | +69.5% | -56.6% | +5.3% |
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