+67.7%
INCY vs HALO
+158.6%
-91.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -4.2% | -2.7% | -1.5% | -3.6% |
| 30D | +0.6% | +5.3% | -4.7% | -0.5% |
| 3M | +12.6% | +51.6% | -38.9% | +2.8% |
| 6M | +28.3% | +61.3% | -32.9% | +15.5% |
| YTD | +23.0% | +59.3% | -36.3% | +10.8% |
| 1Y | +41.0% | +38.3% | +2.7% | +30.3% |
| 3Y | +88.6% | +185.9% | -97.3% | +47.0% |
| All | +67.7% | +158.6% | -91.0% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling