+3,658.3%
INCY vs HBM
+654.4%
+3,003.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.8% | -7.6% | -2.7% |
| 7D | -0.5% | +7.4% | -7.8% | -1.6% |
| 30D | +3.2% | +5.1% | -1.9% | +2.3% |
| 3M | +23.6% | +11.1% | +12.5% | +20.6% |
| 6M | +29.7% | +30.2% | -0.5% | +22.2% |
| YTD | +25.9% | +46.2% | -20.3% | +15.8% |
| 1Y | +43.7% | +120.0% | -76.3% | +23.3% |
| 3Y | +94.4% | +527.4% | -433.0% | +36.0% |
| 5Y | +68.0% | +400.4% | -332.4% | +15.6% |
| 10Y | +52.5% | +621.5% | -569.0% | -17.3% |
| All | +3,658.3% | +654.4% | +3,003.9% | +1,290.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling