+281.8%
QCOM vs INCY
+56.1%
+225.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | +4.4% | -2.2% | +6.5% | +4.9% |
| 30D | +9.4% | +3.7% | +5.7% | +8.3% |
| 3M | -13.7% | +22.1% | -35.7% | -18.4% |
| 6M | +28.9% | +29.8% | -0.9% | +19.6% |
| YTD | +4.7% | +27.6% | -22.8% | -2.7% |
| 1Y | +13.5% | +47.2% | -33.7% | +1.3% |
| 3Y | +77.1% | +97.0% | -19.9% | +42.8% |
| 5Y | +38.9% | +73.4% | -34.4% | +15.2% |
| 10Y | +281.8% | +59.2% | +222.5% | +213.5% |
| All | +281.8% | +56.1% | +225.6% | +213.5% |
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