+2,683.8%
INCY vs HIG
+980.5%
+1,703.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.3% |
| 7D | -0.5% | -1.1% | +0.6% | -0.2% |
| 30D | +3.2% | -4.9% | +8.1% | +4.5% |
| 3M | +23.6% | +6.8% | +16.8% | +21.5% |
| 6M | +29.7% | -1.7% | +31.4% | +30.0% |
| YTD | +25.9% | -0.2% | +26.2% | +25.7% |
| 1Y | +43.7% | +5.7% | +38.0% | +41.2% |
| 3Y | +94.4% | +100.3% | -5.9% | +60.9% |
| 5Y | +68.0% | +118.5% | -50.5% | +34.5% |
| 10Y | +52.5% | +309.7% | -257.2% | -3.7% |
| All | +2,683.8% | +980.5% | +1,703.3% | +785.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling