-43.5%
QS vs INCY
+30.5%
-74.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.8% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | -8.1% | +3.2% | -11.2% | -9.3% |
| 3M | -27.0% | +23.6% | -50.6% | -34.1% |
| 6M | -16.4% | +29.7% | -46.1% | -26.3% |
| YTD | -46.4% | +25.9% | -72.3% | -52.2% |
| 1Y | -41.1% | +43.7% | -84.8% | -51.0% |
| 3Y | -18.6% | +94.4% | -113.1% | -44.6% |
| 5Y | -73.0% | +68.0% | -141.0% | -80.1% |
| All | -43.5% | +30.5% | -74.1% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling