-80.7%
QID vs INCY
+69.5%
-150.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +1.5% |
| 7D | +2.7% | -3.7% | +6.4% | +1.4% |
| 30D | +3.3% | +1.8% | +1.5% | +4.1% |
| 3M | -5.5% | +17.0% | -22.5% | +0.6% |
| 6M | -28.4% | +28.4% | -56.8% | -20.2% |
| YTD | -26.6% | +24.8% | -51.4% | -18.6% |
| 1Y | -34.1% | +42.9% | -77.1% | -21.9% |
| 3Y | -73.7% | +92.7% | -166.4% | -62.2% |
| 5Y | -80.7% | +73.3% | -154.0% | -72.2% |
| All | -80.7% | +69.5% | -150.2% | -72.2% |
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 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