+49.7%
INCY vs HBM
+619.2%
-569.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -4.2% | -3.3% | -0.9% | -3.9% |
| 30D | +0.6% | -4.8% | +5.4% | +1.0% |
| 3M | +12.6% | -0.4% | +13.1% | +12.0% |
| 6M | +28.3% | +17.9% | +10.4% | +23.9% |
| YTD | +23.0% | +33.7% | -10.7% | +16.3% |
| 1Y | +41.0% | +95.6% | -54.6% | +26.6% |
| 3Y | +88.6% | +458.1% | -369.5% | +43.9% |
| 5Y | +70.8% | +329.0% | -258.2% | +29.6% |
| All | +49.7% | +619.2% | -569.5% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling