+47.2%
INCY vs ALHC
-19.3%
+66.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.4% |
| 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% | +23.9% |
| 6M | +29.8% | -28.5% | +58.3% | +28.8% |
| YTD | +27.6% | -34.0% | +61.6% | +25.7% |
| 1Y | +47.2% | -20.9% | +68.1% | +45.0% |
| All | +47.2% | -19.3% | +66.5% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling