+66.0%
INCY vs QSR
+206.0%
-140.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.7% |
| 7D | -2.2% | -2.4% | +0.2% | -1.6% |
| 30D | +3.7% | +5.7% | -2.0% | +2.0% |
| 3M | +22.1% | +6.9% | +15.1% | +19.7% |
| 6M | +29.8% | +6.9% | +22.9% | +26.9% |
| YTD | +27.6% | +14.9% | +12.7% | +22.0% |
| 1Y | +47.2% | +29.1% | +18.1% | +36.1% |
| 3Y | +97.0% | +26.1% | +70.8% | +79.9% |
| 5Y | +73.4% | +42.3% | +31.0% | +50.5% |
| 10Y | +59.2% | +134.0% | -74.7% | +5.2% |
| All | +66.0% | +206.0% | -140.0% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling