+9,127.5%
QLD vs INCY
+2,954.2%
+6,173.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +0.6% | +1.9% | -1.3% | -0.3% |
| 30D | -0.1% | +5.8% | -5.9% | -2.6% |
| 3M | -8.4% | +25.2% | -33.6% | -17.7% |
| 6M | +32.2% | +28.2% | +4.0% | +17.4% |
| YTD | +28.9% | +28.3% | +0.6% | +13.9% |
| 1Y | +43.8% | +48.3% | -4.5% | +18.8% |
| 3Y | +176.6% | +95.9% | +80.7% | +96.0% |
| 5Y | +121.6% | +66.6% | +55.0% | +68.2% |
| 10Y | +1,652.9% | +54.5% | +1,598.4% | +1,204.4% |
| All | +9,127.5% | +2,954.2% | +6,173.3% | +1,156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling