+13,479.4%
QCOM vs INCY
+6,421.1%
+7,058.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.1% | +1.5% |
| 7D | +2.0% | -0.5% | +2.4% | +2.1% |
| 30D | +1.2% | +9.8% | -8.6% | -0.5% |
| 3M | +9.1% | +1.0% | +8.1% | +8.7% |
| 6M | -25.0% | +21.9% | -46.9% | -28.2% |
| YTD | +4.8% | +23.8% | -19.0% | -0.2% |
| 1Y | +3.6% | +13.0% | -9.4% | +0.1% |
| 3Y | +51.5% | +133.2% | -81.7% | +26.6% |
| 5Y | +19.7% | +87.8% | -68.1% | +3.7% |
| 10Y | +245.8% | +17.0% | +228.8% | +212.3% |
| All | +13,479.4% | +6,421.1% | +7,058.3% | +3,507.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling