+49.5%
TQQQ vs INCY
+41.2%
+8.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.0% | +2.8% |
| 7D | -1.9% | -4.2% | +2.2% | -1.2% |
| 30D | -4.9% | +0.6% | -5.4% | -5.0% |
| 3M | -6.4% | +12.6% | -19.1% | -9.6% |
| 6M | +44.4% | +28.3% | +16.1% | +31.2% |
| YTD | +35.2% | +23.0% | +12.2% | +24.8% |
| 1Y | +49.5% | +41.0% | +8.5% | +34.4% |
| All | +49.5% | +41.2% | +8.3% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling