-46.7%
QS vs INCY
+27.5%
-74.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.5% |
| 7D | -3.6% | -4.2% | +0.5% | -2.1% |
| 30D | -17.2% | +0.6% | -17.8% | -17.5% |
| 3M | -27.0% | +12.6% | -39.6% | -31.3% |
| 6M | -24.6% | +28.3% | -52.9% | -33.3% |
| YTD | -49.3% | +23.0% | -72.3% | -54.5% |
| 1Y | -40.3% | +41.0% | -81.3% | -50.1% |
| 3Y | -23.8% | +88.6% | -112.4% | -47.5% |
| 5Y | -75.0% | +70.8% | -145.7% | -81.4% |
| All | -46.7% | +27.5% | -74.1% | -69.4% |
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