+8.4%
QLD vs INCY
+13.5%
-5.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +6.6% |
| 7D | -1.4% | +1.5% | -3.0% | -1.5% |
| 30D | -19.6% | +8.1% | -27.6% | -20.0% |
| 3M | -14.1% | +1.1% | -15.2% | -14.0% |
| 6M | -13.6% | +23.7% | -37.3% | -17.9% |
| YTD | +12.5% | +23.4% | -10.9% | +5.6% |
| All | +8.4% | +13.5% | -5.1% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling