+105.2%
TQQQ vs INCY
+69.3%
+35.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.0% | +3.4% |
| 7D | -1.9% | -4.2% | +2.2% | +0.4% |
| 30D | -4.9% | +0.6% | -5.4% | -5.4% |
| 3M | -6.4% | +12.6% | -19.1% | -14.7% |
| 6M | +44.4% | +28.3% | +16.1% | +20.7% |
| YTD | +35.2% | +23.0% | +12.2% | +15.3% |
| 1Y | +49.5% | +41.0% | +8.5% | +15.2% |
| 3Y | +250.7% | +88.6% | +162.1% | +105.5% |
| All | +105.2% | +69.3% | +35.9% | +36.2% |
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