+162.3%
SOXL vs INCY
+69.3%
+93.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.5% | +6.7% | +6.2% |
| 7D | +3.9% | -4.2% | +8.0% | +6.9% |
| 30D | -14.3% | +0.6% | -14.9% | -15.0% |
| 3M | -45.6% | +12.6% | -58.3% | -52.9% |
| 6M | +117.2% | +28.3% | +88.9% | +68.2% |
| YTD | +189.8% | +23.0% | +166.9% | +133.0% |
| 1Y | +317.7% | +41.0% | +276.8% | +196.5% |
| 3Y | +478.6% | +88.6% | +390.0% | +200.1% |
| All | +162.3% | +69.3% | +93.0% | +51.8% |
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