+152.0%
QQQM vs INCY
+24.9%
+127.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | -0.6% | -4.2% | +3.6% | +0.2% |
| 30D | -1.2% | +0.6% | -1.8% | -1.4% |
| 3M | -0.1% | +12.6% | -12.7% | -3.0% |
| 6M | +18.0% | +28.3% | -10.4% | +11.1% |
| YTD | +16.7% | +23.0% | -6.3% | +10.6% |
| 1Y | +23.0% | +41.0% | -17.9% | +12.7% |
| 3Y | +93.3% | +88.6% | +4.8% | +61.2% |
| 5Y | +96.3% | +70.8% | +25.5% | +67.7% |
| All | +152.0% | +24.9% | +127.2% | +127.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling