+68.0%
INCY vs ALHC
-30.5%
+98.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -0.5% | -1.0% | +0.5% | -0.4% |
| 30D | +3.2% | -6.3% | +9.5% | +3.5% |
| 3M | +23.6% | -12.3% | +35.9% | +23.8% |
| 6M | +29.7% | -27.0% | +56.7% | +30.7% |
| YTD | +25.9% | -31.8% | +57.8% | +27.2% |
| 1Y | +43.7% | -17.0% | +60.7% | +43.5% |
| 3Y | +94.4% | +159.8% | -65.4% | +74.3% |
| 5Y | +68.0% | -25.1% | +93.1% | +59.6% |
| All | +68.0% | -30.5% | +98.4% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling