-42.5%
KHC vs INCY
+16.1%
-58.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | +2.0% | +1.1% | +0.9% | +1.9% |
| 30D | +10.6% | +8.4% | +2.2% | +9.3% |
| 3M | +0.5% | +0.4% | +0.1% | +0.4% |
| 6M | +12.1% | +22.4% | -10.4% | +8.7% |
| YTD | +8.9% | +22.5% | -13.6% | +5.3% |
| 1Y | +7.5% | +14.8% | -7.3% | +4.8% |
| 3Y | -10.7% | +127.7% | -138.5% | -22.4% |
| 5Y | -13.2% | +84.4% | -97.5% | -22.8% |
| 10Y | -50.6% | +15.7% | -66.4% | -55.7% |
| All | -42.5% | +16.1% | -58.6% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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