+49.7%
INCY vs QSR
+135.2%
-85.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -4.2% | -4.0% | -0.2% | -3.3% |
| 30D | +0.6% | +2.8% | -2.2% | -0.1% |
| 3M | +12.6% | +5.1% | +7.6% | +11.3% |
| 6M | +28.3% | +8.8% | +19.5% | +25.4% |
| YTD | +23.0% | +14.8% | +8.2% | +18.6% |
| 1Y | +41.0% | +25.7% | +15.2% | +33.0% |
| 3Y | +88.6% | +27.5% | +61.1% | +74.5% |
| 5Y | +70.8% | +41.3% | +29.5% | +52.0% |
| All | +49.7% | +135.2% | -85.5% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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