+12,877.2%
QCOM vs INCY
+6,660.0%
+6,217.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +3.3% | +1.9% | +1.4% | +3.0% |
| 30D | +7.7% | +5.8% | +1.9% | +6.6% |
| 3M | -30.1% | +25.2% | -55.3% | -33.2% |
| 6M | +22.8% | +28.2% | -5.4% | +16.6% |
| YTD | +0.2% | +28.3% | -28.1% | -5.1% |
| 1Y | +7.9% | +48.3% | -40.5% | -0.7% |
| 3Y | +55.8% | +95.9% | -40.1% | +34.4% |
| 5Y | +30.1% | +66.6% | -36.5% | +15.0% |
| 10Y | +248.9% | +54.5% | +194.4% | +199.6% |
| All | +12,877.2% | +6,660.0% | +6,217.2% | +3,330.0% |
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