+13.5%
QCOM vs INCY
+45.9%
-32.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.3% |
| 7D | +4.4% | -2.2% | +6.5% | +4.3% |
| 30D | +9.4% | +3.7% | +5.7% | +9.4% |
| 3M | -13.7% | +22.1% | -35.7% | -13.8% |
| 6M | +28.9% | +29.8% | -0.9% | +26.8% |
| YTD | +4.7% | +27.6% | -22.8% | +2.8% |
| 1Y | +13.5% | +47.2% | -33.7% | +6.9% |
| All | +13.5% | +45.9% | -32.4% | +6.9% |
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