+88.6%
INCY vs QSR
+25.8%
+62.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -4.2% | -4.0% | -0.2% | -3.7% |
| 30D | +0.6% | +2.8% | -2.2% | +0.3% |
| 3M | +12.6% | +5.1% | +7.6% | +12.0% |
| 6M | +28.3% | +8.8% | +19.5% | +26.7% |
| YTD | +23.0% | +14.8% | +8.2% | +20.6% |
| 1Y | +41.0% | +25.7% | +15.2% | +37.3% |
| 3Y | +88.6% | +27.5% | +61.1% | +80.3% |
| All | +88.6% | +25.8% | +62.8% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling