+256.5%
THC vs INCY
+83.5%
+173.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.0% | +1.1% | -0.2% | +0.6% |
| 30D | +5.3% | +8.4% | -3.1% | +2.7% |
| 3M | +7.1% | +0.4% | +6.7% | +6.7% |
| 6M | +46.0% | +22.4% | +23.6% | +37.0% |
| YTD | +43.9% | +22.5% | +21.5% | +34.0% |
| 1Y | +45.4% | +14.8% | +30.7% | +38.1% |
| 3Y | +421.3% | +127.7% | +293.6% | +277.5% |
| All | +256.5% | +83.5% | +173.0% | +183.0% |
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