+54.1%
INCY vs ALHC
-31.6%
+85.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.5% |
| 7D | -2.2% | -4.1% | +1.9% | -2.0% |
| 30D | +3.7% | -5.4% | +9.1% | +3.9% |
| 3M | +22.1% | -32.1% | +54.2% | +24.1% |
| 6M | +29.8% | -28.5% | +58.3% | +30.9% |
| YTD | +27.6% | -34.0% | +61.6% | +29.1% |
| 1Y | +47.2% | -20.9% | +68.1% | +47.3% |
| 3Y | +97.0% | +151.5% | -54.6% | +78.1% |
| 5Y | +73.4% | -28.8% | +102.2% | +64.6% |
| All | +54.1% | -31.6% | +85.7% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling