+510.3%
IQV vs INCY
+462.3%
+48.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | -2.6% | -2.2% | -0.4% | -2.0% |
| 30D | +6.2% | +3.7% | +2.5% | +5.2% |
| 3M | +38.0% | +22.1% | +15.9% | +31.4% |
| 6M | +43.9% | +29.8% | +14.2% | +34.8% |
| YTD | +14.0% | +27.6% | -13.6% | +7.2% |
| 1Y | +35.5% | +47.2% | -11.7% | +22.7% |
| 3Y | +20.3% | +97.0% | -76.6% | -0.1% |
| 5Y | -1.6% | +73.4% | -75.0% | -16.5% |
| 10Y | +233.4% | +59.2% | +174.2% | +177.7% |
| All | +510.3% | +462.3% | +48.0% | +385.8% |
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