+244.5%
THC vs INCY
+67.2%
+177.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.7% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | -1.2% | +3.2% | -4.4% | -2.3% |
| 3M | +58.9% | +23.6% | +35.3% | +49.0% |
| 6M | +9.3% | +29.7% | -20.3% | +1.0% |
| YTD | +30.4% | +25.9% | +4.4% | +20.6% |
| 1Y | +34.6% | +43.7% | -9.1% | +19.1% |
| 3Y | +246.7% | +94.4% | +152.2% | +169.5% |
| 5Y | +244.5% | +68.0% | +176.6% | +172.5% |
| All | +244.5% | +67.2% | +177.4% | +172.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling