+236.7%
IQV vs INCY
+54.2%
+182.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.2% |
| 7D | -2.2% | -4.2% | +1.9% | -0.8% |
| 30D | +8.3% | +0.6% | +7.7% | +8.0% |
| 3M | +44.6% | +12.6% | +31.9% | +39.1% |
| 6M | +52.6% | +28.3% | +24.2% | +40.4% |
| YTD | +16.1% | +23.0% | -6.9% | +8.3% |
| 1Y | +37.3% | +41.0% | -3.7% | +21.9% |
| 3Y | +21.6% | +88.6% | -67.0% | -4.1% |
| 5Y | +0.5% | +70.8% | -70.3% | -19.1% |
| All | +236.7% | +54.2% | +182.5% | +156.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling