+151.7%
HYG vs INCY
+1,492.0%
-1,340.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.1% |
| 7D | -0.7% | -4.2% | +3.5% | -0.4% |
| 30D | -0.7% | +0.6% | -1.3% | -0.8% |
| 3M | -0.2% | +12.6% | -12.8% | -1.2% |
| 6M | +1.4% | +28.3% | -26.9% | -0.7% |
| YTD | +1.5% | +23.0% | -21.5% | -0.4% |
| 1Y | +2.9% | +41.0% | -38.1% | -0.2% |
| 3Y | +25.6% | +88.6% | -62.9% | +18.2% |
| 5Y | +18.6% | +70.8% | -52.2% | +11.9% |
| 10Y | +55.7% | +53.5% | +2.2% | +44.2% |
| All | +151.7% | +1,492.0% | -1,340.3% | +61.5% |
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 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