+49.7%
INCY vs HIG
+313.7%
-264.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | -4.2% | -1.5% | -2.7% | -3.9% |
| 30D | +0.6% | -0.4% | +0.9% | +0.6% |
| 3M | +12.6% | +6.7% | +6.0% | +11.1% |
| 6M | +28.3% | +2.0% | +26.4% | +27.7% |
| YTD | +23.0% | +0.3% | +22.7% | +22.7% |
| 1Y | +41.0% | +4.2% | +36.8% | +39.4% |
| 3Y | +88.6% | +102.2% | -13.6% | +64.0% |
| 5Y | +70.8% | +118.5% | -47.7% | +45.5% |
| All | +49.7% | +313.7% | -264.0% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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