+30.6%
HUM vs INCY
+45.3%
-14.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +4.2% | +1.9% | +2.2% | +3.7% |
| 30D | +10.4% | +5.8% | +4.6% | +9.1% |
| 3M | +15.1% | +25.2% | -10.1% | +9.3% |
| 6M | +120.9% | +28.2% | +92.7% | +107.7% |
| YTD | +57.9% | +28.3% | +29.6% | +48.5% |
| 1Y | +30.6% | +48.3% | -17.8% | +22.5% |
| All | +30.6% | +45.3% | -14.7% | +22.5% |
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