+804.0%
THC vs INCY
+6,660.0%
-5,856.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -0.7% | +1.9% | -2.6% | -0.9% |
| 30D | +1.3% | +5.8% | -4.5% | +0.5% |
| 3M | +64.2% | +25.2% | +39.1% | +59.5% |
| 6M | +8.3% | +28.2% | -19.9% | +4.8% |
| YTD | +33.4% | +28.3% | +5.1% | +28.8% |
| 1Y | +37.7% | +48.3% | -10.7% | +30.4% |
| 3Y | +236.8% | +95.9% | +140.9% | +205.3% |
| 5Y | +249.3% | +66.6% | +182.7% | +222.0% |
| 10Y | +995.2% | +54.5% | +940.7% | +896.6% |
| All | +804.0% | +6,660.0% | -5,856.0% | +338.8% |
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