+357.4%
SOXL vs INCY
+45.3%
+312.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.0% | +10.9% | +10.1% |
| 7D | +5.3% | +1.9% | +3.4% | +4.8% |
| 30D | -11.2% | +5.8% | -17.0% | -12.3% |
| 3M | -55.4% | +25.2% | -80.6% | -61.2% |
| 6M | +107.1% | +28.2% | +78.9% | +75.5% |
| YTD | +179.0% | +28.3% | +150.7% | +137.3% |
| 1Y | +357.4% | +48.3% | +309.0% | +258.5% |
| All | +357.4% | +45.3% | +312.1% | +258.5% |
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