+95.7%
QQQ vs INCY
+69.3%
+26.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.1% |
| 7D | -0.6% | -4.2% | +3.6% | +0.2% |
| 30D | -1.2% | +0.6% | -1.8% | -1.4% |
| 3M | -0.2% | +12.6% | -12.9% | -3.0% |
| 6M | +17.9% | +28.3% | -10.4% | +11.3% |
| YTD | +16.6% | +23.0% | -6.3% | +10.8% |
| 1Y | +23.0% | +41.0% | -18.0% | +12.9% |
| 3Y | +92.9% | +88.6% | +4.4% | +61.5% |
| All | +95.7% | +69.3% | +26.5% | +67.7% |
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 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