-99.1%
QID vs INCY
+54.2%
-153.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -2.5% |
| 7D | +1.3% | -4.2% | +5.4% | -0.7% |
| 30D | +2.9% | +0.6% | +2.4% | +3.3% |
| 3M | -0.7% | +12.6% | -13.4% | +5.1% |
| 6M | -29.7% | +28.3% | -58.0% | -20.1% |
| YTD | -27.9% | +23.0% | -50.9% | -19.1% |
| 1Y | -34.6% | +41.0% | -75.5% | -20.9% |
| 3Y | -73.5% | +88.6% | -162.1% | -60.6% |
| 5Y | -81.0% | +70.8% | -151.8% | -71.4% |
| All | -99.1% | +54.2% | -153.3% | -98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling