-75.4%
QS vs INCY
+69.5%
-145.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +0.3% |
| 7D | -5.0% | -3.7% | -1.3% | -3.3% |
| 30D | -18.3% | +1.8% | -20.1% | -19.1% |
| 3M | -26.0% | +17.0% | -43.0% | -32.6% |
| 6M | -24.0% | +28.4% | -52.4% | -34.7% |
| YTD | -50.3% | +24.8% | -75.1% | -56.8% |
| 1Y | -38.0% | +42.9% | -80.9% | -50.7% |
| 3Y | -24.6% | +92.7% | -117.3% | -54.4% |
| 5Y | -75.4% | +73.3% | -148.8% | -83.5% |
| All | -75.4% | +69.5% | -145.0% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling