-71.3%
QS vs INCY
+20.6%
-91.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.5% | +3.1% | +6.3% |
| 7D | +4.5% | +5.1% | -0.6% | +3.0% |
| 30D | -4.1% | +7.6% | -11.8% | -6.0% |
| 3M | -22.1% | +1.9% | -24.0% | -22.8% |
| 6M | -38.4% | +26.5% | -64.9% | -43.1% |
| YTD | -57.5% | +24.4% | -81.9% | -61.2% |
| 1Y | -71.3% | +19.4% | -90.7% | -72.8% |
| All | -71.3% | +20.6% | -91.9% | -72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling