-94.8%
SQQQ vs INCY
+69.3%
-164.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -3.4% |
| 7D | +1.8% | -4.2% | +6.0% | -0.5% |
| 30D | +4.2% | +0.6% | +3.6% | +4.6% |
| 3M | -3.3% | +12.6% | -15.9% | +3.2% |
| 6M | -43.6% | +28.3% | -72.0% | -34.0% |
| YTD | -41.9% | +23.0% | -64.9% | -33.0% |
| 1Y | -50.6% | +41.0% | -91.6% | -37.1% |
| 3Y | -89.3% | +88.6% | -177.9% | -81.9% |
| All | -94.8% | +69.3% | -164.1% | -90.9% |
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 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