+88.6%
INCY vs SOXQ
+232.9%
-144.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.2% | -1.7% |
| 7D | -4.2% | +0.8% | -4.9% | -4.2% |
| 30D | +0.6% | -4.6% | +5.2% | +1.0% |
| 3M | +12.6% | -10.2% | +22.8% | +13.4% |
| 6M | +28.3% | +49.7% | -21.3% | +17.2% |
| YTD | +23.0% | +67.2% | -44.3% | +10.2% |
| 1Y | +41.0% | +98.0% | -57.0% | +22.7% |
| 3Y | +88.6% | +237.2% | -148.6% | +43.5% |
| All | +88.6% | +232.9% | -144.3% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 3y: compounded portfolio wealth divided by compounded SOXQ 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…
3y analysis · Full analysis span regression · 6 months rolling