+899.2%
THC vs INCY
+6,421.1%
-5,521.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.7% |
| 7D | +0.2% | -0.5% | +0.7% | +0.3% |
| 30D | +9.0% | +9.8% | -0.8% | +7.7% |
| 3M | +12.9% | +1.0% | +11.9% | +12.7% |
| 6M | +52.8% | +21.9% | +31.0% | +48.9% |
| YTD | +47.4% | +23.8% | +23.6% | +43.0% |
| 1Y | +47.7% | +13.0% | +34.7% | +45.0% |
| 3Y | +444.7% | +133.2% | +311.5% | +383.2% |
| 5Y | +269.3% | +87.8% | +181.5% | +235.8% |
| 10Y | +1,913.5% | +17.0% | +1,896.5% | +1,800.9% |
| All | +899.2% | +6,421.1% | -5,521.8% | +387.1% |
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