+1,646.5%
QLD vs INCY
+51.3%
+1,595.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.7% |
| 7D | +3.0% | -0.5% | +3.5% | +3.2% |
| 30D | -1.8% | +3.2% | -5.0% | -3.5% |
| 3M | -1.8% | +23.6% | -25.4% | -12.8% |
| 6M | +36.9% | +29.7% | +7.2% | +18.2% |
| YTD | +28.7% | +25.9% | +2.7% | +12.1% |
| 1Y | +41.9% | +43.7% | -1.8% | +14.6% |
| 3Y | +184.2% | +94.4% | +89.8% | +86.2% |
| 5Y | +122.1% | +68.0% | +54.1% | +57.5% |
| 10Y | +1,646.5% | +52.5% | +1,594.0% | +1,048.6% |
| All | +1,646.5% | +51.3% | +1,595.1% | +1,048.6% |
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 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