+242.8%
QCOM vs INCY
+14.6%
+228.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.5% |
| 7D | +5.5% | +2.3% | +3.2% | +5.1% |
| 30D | -1.1% | +6.7% | -7.8% | -2.7% |
| 3M | +7.6% | -1.0% | +8.6% | +7.6% |
| 6M | -20.1% | +22.1% | -42.1% | -24.8% |
| YTD | +3.0% | +21.8% | -18.8% | -3.5% |
| 1Y | +3.2% | +13.5% | -10.3% | -1.6% |
| 3Y | +48.9% | +129.4% | -80.5% | +14.1% |
| 5Y | +21.1% | +84.0% | -62.9% | -1.5% |
| 10Y | +242.8% | +14.9% | +227.9% | +183.7% |
| All | +242.8% | +14.6% | +228.2% | +183.7% |
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