-58.5%
HUBS vs INCY
+89.7%
-148.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | -9.0% | -4.2% | -4.8% | -8.3% |
| 30D | +7.2% | +0.6% | +6.7% | +7.0% |
| 3M | +20.9% | +12.6% | +8.2% | +18.6% |
| 6M | -13.0% | +28.3% | -41.4% | -16.5% |
| YTD | -43.8% | +23.0% | -66.8% | -45.6% |
| 1Y | -54.6% | +41.0% | -95.6% | -57.2% |
| 3Y | -58.5% | +88.6% | -147.0% | -66.9% |
| All | -58.5% | +89.7% | -148.2% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling