-100.0%
SQQQ vs INCY
+1,078.6%
-1,178.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.4% | +2.0% |
| 7D | +4.1% | -3.7% | +7.8% | +1.8% |
| 30D | +4.6% | +1.8% | +2.8% | +5.9% |
| 3M | -10.4% | +17.0% | -27.4% | -1.8% |
| 6M | -42.1% | +28.4% | -70.5% | -32.1% |
| YTD | -40.3% | +24.8% | -65.2% | -30.6% |
| 1Y | -50.2% | +42.9% | -93.1% | -36.4% |
| 3Y | -89.4% | +92.7% | -182.1% | -82.3% |
| 5Y | -94.7% | +73.3% | -168.0% | -90.7% |
| 10Y | -100.0% | +55.8% | -155.8% | -99.9% |
| All | -100.0% | +1,078.6% | -1,178.6% | -100.0% |
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