+87.8%
INCY vs ALHC
-65.3%
+153.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.6% |
| 7D | -0.5% | -5.5% | +5.1% | -0.2% |
| 30D | +9.8% | -4.9% | +14.7% | +10.0% |
| 3M | +1.0% | -41.7% | +42.7% | +3.4% |
| 6M | +21.9% | -55.2% | +77.1% | +25.7% |
| YTD | +23.8% | -61.1% | +84.9% | +28.1% |
| 1Y | +13.0% | -53.3% | +66.4% | +15.8% |
| 3Y | +133.2% | +28.2% | +105.0% | +117.6% |
| 5Y | +87.8% | -65.8% | +153.6% | +98.1% |
| All | +87.8% | -65.3% | +153.0% | +98.1% |
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