+53,403.9%
HUBB vs INCY
+6,620.5%
+46,783.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.3% |
| 7D | +1.1% | -2.2% | +3.3% | +1.3% |
| 30D | -9.6% | +3.7% | -13.3% | -10.1% |
| 3M | -6.2% | +22.1% | -28.3% | -8.7% |
| 6M | -6.2% | +29.8% | -35.9% | -9.5% |
| YTD | +3.4% | +27.6% | -24.2% | -0.2% |
| 1Y | +5.3% | +47.2% | -41.9% | -0.2% |
| 3Y | +44.4% | +97.0% | -52.6% | +30.5% |
| 5Y | +152.4% | +73.4% | +79.0% | +130.2% |
| 10Y | +437.0% | +59.2% | +377.8% | +380.5% |
| All | +53,403.9% | +6,620.5% | +46,783.4% | +7,700.3% |
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