+52.1%
QCOM vs INCY
+124.7%
-72.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.4% |
| 7D | +5.8% | +1.5% | +4.3% | +5.7% |
| 30D | -2.3% | +8.1% | -10.4% | -3.2% |
| 3M | +2.7% | +1.1% | +1.6% | +2.5% |
| 6M | -21.0% | +23.7% | -44.7% | -23.8% |
| YTD | +1.8% | +23.4% | -21.6% | -2.2% |
| 1Y | +2.4% | +15.0% | -12.6% | -0.4% |
| 3Y | +52.1% | +132.1% | -79.9% | +24.2% |
| All | +52.1% | +124.7% | -72.5% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling