+139.4%
QLD vs INCY
+116.8%
+22.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.2% | +2.2% |
| 7D | -10.3% | -0.6% | -9.7% | -10.0% |
| 30D | -26.1% | +5.5% | -31.5% | -26.9% |
| 3M | -17.8% | +1.1% | -18.8% | -18.0% |
| 6M | -15.6% | +19.8% | -35.4% | -20.2% |
| YTD | +5.4% | +21.1% | -15.8% | -1.1% |
| 1Y | +5.2% | +13.7% | -8.5% | +0.4% |
| 3Y | +139.4% | +119.3% | +20.2% | +86.1% |
| All | +139.4% | +116.8% | +22.7% | +86.1% |
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