+67.7%
INCY vs HRB
+114.1%
-46.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -4.2% | -8.0% | +3.9% | -3.5% |
| 30D | +0.6% | -16.0% | +16.5% | +2.0% |
| 3M | +12.6% | +26.9% | -14.2% | +10.2% |
| 6M | +28.3% | +51.1% | -22.8% | +23.3% |
| YTD | +23.0% | +7.1% | +15.9% | +22.8% |
| 1Y | +41.0% | -9.6% | +50.6% | +43.7% |
| 3Y | +88.6% | +25.4% | +63.2% | +85.9% |
| All | +67.7% | +114.1% | -46.4% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 5y: compounded portfolio wealth divided by compounded HRB 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…
5y analysis · Full analysis span regression · 6 months rolling