+19.4%
INCY vs HALO
+92.7%
-73.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.1% | +4.0% |
| 7D | +5.1% | +0.2% | +4.9% | +5.0% |
| 30D | +7.6% | +20.3% | -12.7% | +0.6% |
| 3M | +1.9% | +56.6% | -54.7% | -13.9% |
| 6M | +26.5% | +101.9% | -75.4% | -4.7% |
| YTD | +24.4% | +93.7% | -69.3% | -8.1% |
| 1Y | +19.4% | +91.5% | -72.2% | -11.9% |
| All | +19.4% | +92.7% | -73.3% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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