-23.8%
QS vs INCY
+89.7%
-113.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.4% |
| 7D | -3.6% | -4.2% | +0.5% | -2.4% |
| 30D | -17.2% | +0.6% | -17.8% | -17.5% |
| 3M | -27.0% | +12.6% | -39.6% | -30.3% |
| 6M | -24.6% | +28.3% | -52.9% | -31.6% |
| YTD | -49.3% | +23.0% | -72.3% | -53.4% |
| 1Y | -40.3% | +41.0% | -81.3% | -48.2% |
| 3Y | -23.8% | +88.6% | -112.4% | -50.4% |
| All | -23.8% | +89.7% | -113.5% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling