+49.3%
INCY vs SOXQ
+279.9%
-230.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.5% | -1.8% |
| 7D | -3.7% | +2.3% | -6.0% | -4.0% |
| 30D | +1.8% | -3.9% | +5.7% | +2.3% |
| 3M | +17.0% | -4.7% | +21.7% | +16.6% |
| 6M | +28.4% | +47.9% | -19.5% | +17.0% |
| YTD | +24.8% | +64.3% | -39.5% | +11.5% |
| 1Y | +42.9% | +95.7% | -52.8% | +23.3% |
| 3Y | +92.7% | +231.5% | -138.8% | +46.6% |
| 5Y | +73.3% | +255.0% | -181.6% | +26.1% |
| All | +49.3% | +279.9% | -230.6% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling