+67.2%
QLD vs INCY
+75.2%
-8.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.2% | +2.0% |
| 7D | -10.3% | -0.6% | -9.7% | -9.9% |
| 30D | -26.1% | +5.5% | -31.5% | -27.6% |
| 3M | -17.8% | +1.1% | -18.8% | -18.4% |
| 6M | -15.6% | +19.8% | -35.4% | -23.3% |
| YTD | +5.4% | +21.1% | -15.8% | -5.3% |
| 1Y | +5.2% | +13.7% | -8.5% | -2.9% |
| 3Y | +139.4% | +119.3% | +20.2% | +44.4% |
| All | +67.2% | +75.2% | -8.1% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling