+5.3%
HUM vs INCY
+69.3%
-64.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.7% | +2.5% |
| 7D | +2.1% | -4.2% | +6.2% | +2.8% |
| 30D | +5.4% | +0.6% | +4.8% | +5.2% |
| 3M | +11.4% | +12.6% | -1.2% | +8.8% |
| 6M | +141.5% | +28.3% | +113.2% | +130.3% |
| YTD | +61.2% | +23.0% | +38.2% | +54.6% |
| 1Y | +49.2% | +41.0% | +8.2% | +39.6% |
| 3Y | -9.0% | +88.6% | -97.6% | -19.4% |
| All | +5.3% | +69.3% | -64.0% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling