+1,471.4%
INCY vs HALO
+2,422.4%
-950.9%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -4.2% | -2.7% | -1.5% | -3.4% |
| 30D | +0.6% | +5.3% | -4.7% | -0.8% |
| 3M | +12.6% | +51.6% | -38.9% | -0.2% |
| 6M | +28.3% | +61.3% | -32.9% | +11.6% |
| YTD | +23.0% | +59.3% | -36.3% | +7.1% |
| 1Y | +41.0% | +38.3% | +2.7% | +27.5% |
| 3Y | +88.6% | +185.9% | -97.3% | +32.5% |
| 5Y | +70.8% | +159.9% | -89.1% | +18.8% |
| 10Y | +53.5% | +965.6% | -912.1% | -34.7% |
| All | +1,471.4% | +2,422.4% | -950.9% | +378.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling