+6,534.7%
INCY vs HRB
+1,189.5%
+5,345.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | +0.1% |
| 7D | -0.5% | -9.1% | +8.6% | +2.4% |
| 30D | +3.2% | +0.3% | +2.9% | +2.3% |
| 3M | +23.6% | +23.4% | +0.2% | +14.6% |
| 6M | +29.7% | +45.1% | -15.5% | +12.2% |
| YTD | +25.9% | +8.9% | +17.1% | +18.4% |
| 1Y | +43.7% | -7.9% | +51.6% | +42.1% |
| 3Y | +94.4% | +27.9% | +66.5% | +68.6% |
| 5Y | +68.0% | +108.3% | -40.4% | +18.3% |
| 10Y | +52.5% | +208.4% | -155.9% | -20.2% |
| All | +6,534.7% | +1,189.5% | +5,345.2% | +1,896.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling