+146.0%
QLD vs INCY
+132.2%
+13.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | +7.0% | +1.1% | +5.9% | +6.8% |
| 30D | -14.3% | +8.4% | -22.7% | -15.7% |
| 3M | -16.0% | +0.4% | -16.4% | -16.1% |
| 6M | -14.2% | +22.4% | -36.7% | -19.3% |
| YTD | +12.8% | +22.5% | -9.7% | +5.6% |
| 1Y | +14.1% | +14.8% | -0.7% | +8.6% |
| 3Y | +146.0% | +127.7% | +18.2% | +90.6% |
| All | +146.0% | +132.2% | +13.7% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling