+32.0%
QCOM vs INCY
+70.3%
-38.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +3.3% | +1.9% | +1.4% | +2.9% |
| 30D | +7.7% | +5.8% | +1.9% | +6.3% |
| 3M | -30.1% | +25.2% | -55.3% | -34.1% |
| 6M | +22.8% | +28.2% | -5.4% | +14.7% |
| YTD | +0.2% | +28.3% | -28.1% | -6.8% |
| 1Y | +7.9% | +48.3% | -40.5% | -4.1% |
| 3Y | +55.8% | +95.9% | -40.1% | +24.2% |
| All | +32.0% | +70.3% | -38.3% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling