+50.0%
HUM vs INCY
+20.6%
+29.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -1.0% |
| 7D | +1.6% | +5.1% | -3.6% | +0.5% |
| 30D | +3.5% | +7.6% | -4.1% | +1.8% |
| 3M | +15.5% | +1.9% | +13.6% | +14.7% |
| 6M | +76.2% | +26.5% | +49.7% | +64.0% |
| YTD | +64.5% | +24.4% | +40.2% | +52.2% |
| 1Y | +50.0% | +19.4% | +30.7% | +38.6% |
| All | +50.0% | +20.6% | +29.4% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling