+1,564.8%
QQQ vs INCY
+989.8%
+575.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +1.0% | -2.2% | +3.2% | +1.4% |
| 30D | -0.6% | +3.7% | -4.3% | -1.3% |
| 3M | +1.3% | +22.1% | -20.8% | -2.7% |
| 6M | +18.1% | +29.8% | -11.6% | +12.0% |
| YTD | +16.9% | +27.6% | -10.7% | +10.9% |
| 1Y | +24.0% | +47.2% | -23.2% | +14.4% |
| 3Y | +95.6% | +97.0% | -1.3% | +68.3% |
| 5Y | +94.5% | +73.4% | +21.2% | +70.2% |
| 10Y | +571.7% | +59.2% | +512.5% | +472.7% |
| All | +1,564.8% | +989.8% | +575.0% | +615.6% |
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 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