+648.6%
HUBS vs INCY
+153.1%
+495.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | -9.0% | -4.2% | -4.8% | -7.8% |
| 30D | +7.2% | +0.6% | +6.7% | +6.9% |
| 3M | +20.9% | +12.6% | +8.2% | +16.4% |
| 6M | -13.0% | +28.3% | -41.4% | -20.1% |
| YTD | -43.8% | +23.0% | -66.8% | -47.8% |
| 1Y | -54.6% | +41.0% | -95.6% | -59.9% |
| 3Y | -58.5% | +88.6% | -147.0% | -67.7% |
| 5Y | -66.4% | +70.8% | -137.2% | -73.0% |
| 10Y | +319.2% | +53.5% | +265.7% | +228.5% |
| All | +648.6% | +153.1% | +495.5% | +358.4% |
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 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