-100.0%
QID vs INCY
+2,793.0%
-2,893.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | -0.5% |
| 7D | -2.7% | -0.5% | -2.3% | -2.9% |
| 30D | +1.8% | +3.2% | -1.4% | +3.2% |
| 3M | -2.2% | +23.6% | -25.8% | +6.8% |
| 6M | -32.1% | +29.7% | -61.8% | -24.0% |
| YTD | -28.6% | +25.9% | -54.5% | -20.5% |
| 1Y | -36.3% | +43.7% | -80.0% | -24.6% |
| 3Y | -74.4% | +94.4% | -168.8% | -63.9% |
| 5Y | -80.8% | +68.0% | -148.7% | -72.9% |
| 10Y | -99.1% | +52.5% | -151.6% | -98.5% |
| All | -100.0% | +2,793.0% | -2,893.0% | -99.7% |
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