+33,565.4%
TQQQ vs INCY
+1,078.6%
+32,486.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.0% |
| 7D | -3.9% | -3.7% | -0.2% | -1.7% |
| 30D | -5.3% | +1.8% | -7.1% | -6.5% |
| 3M | +0.1% | +17.0% | -16.8% | -11.0% |
| 6M | +40.7% | +28.4% | +12.3% | +17.5% |
| YTD | +31.8% | +24.8% | +7.0% | +11.4% |
| 1Y | +48.2% | +42.9% | +5.3% | +14.1% |
| 3Y | +253.6% | +92.7% | +160.9% | +115.0% |
| 5Y | +99.6% | +73.3% | +26.3% | +32.9% |
| 10Y | +2,951.5% | +55.8% | +2,895.7% | +2,069.1% |
| All | +33,565.4% | +1,078.6% | +32,486.8% | +5,282.7% |
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