+7.9%
QCOM vs INCY
+45.3%
-37.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | +3.3% | +1.9% | +1.4% | +3.3% |
| 30D | +7.7% | +5.8% | +1.9% | +7.7% |
| 3M | -30.1% | +25.2% | -55.3% | -30.4% |
| 6M | +22.8% | +28.2% | -5.4% | +21.2% |
| YTD | +0.2% | +28.3% | -28.1% | -1.7% |
| 1Y | +7.9% | +48.3% | -40.5% | +1.4% |
| All | +7.9% | +45.3% | -37.4% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling