+159.4%
HUBB vs INCY
+69.3%
+90.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.2% | +1.9% |
| 7D | -0.1% | -4.2% | +4.1% | +0.4% |
| 30D | -10.0% | +0.6% | -10.5% | -10.1% |
| 3M | -1.6% | +12.6% | -14.2% | -3.5% |
| 6M | -3.1% | +28.3% | -31.4% | -6.9% |
| YTD | +4.6% | +23.0% | -18.4% | +1.0% |
| 1Y | +3.3% | +41.0% | -37.6% | -2.2% |
| 3Y | +46.6% | +88.6% | -42.0% | +32.5% |
| All | +159.4% | +69.3% | +90.1% | +132.4% |
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 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