+972.3%
THC vs INCY
+56.5%
+915.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.4% |
| 7D | 0.0% | -3.7% | +3.7% | +1.2% |
| 30D | +1.5% | +1.8% | -0.3% | +0.8% |
| 3M | +59.9% | +17.0% | +42.9% | +52.3% |
| 6M | +11.0% | +28.4% | -17.4% | +2.6% |
| YTD | +32.6% | +24.8% | +7.8% | +22.9% |
| 1Y | +37.4% | +42.9% | -5.6% | +21.8% |
| 3Y | +252.5% | +92.7% | +159.9% | +177.4% |
| 5Y | +262.3% | +73.3% | +189.0% | +191.4% |
| All | +972.3% | +56.5% | +915.8% | +826.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling