+2,698.9%
HSY vs INCY
+6,534.7%
-3,835.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.2% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -4.2% | +3.2% | -7.4% | -4.4% |
| 3M | -0.7% | +23.6% | -24.3% | -1.7% |
| 6M | -21.8% | +29.7% | -51.4% | -22.7% |
| YTD | -2.7% | +25.9% | -28.6% | -3.8% |
| 1Y | -4.8% | +43.7% | -48.5% | -6.5% |
| 3Y | -9.4% | +94.4% | -103.8% | -12.5% |
| 5Y | +11.3% | +68.0% | -56.7% | +7.9% |
| 10Y | +125.0% | +52.5% | +72.5% | +116.4% |
| All | +2,698.9% | +6,534.7% | -3,835.8% | +2,084.3% |
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 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