+117.2%
SOXL vs INCY
+26.6%
+90.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.5% | +6.7% | +4.7% |
| 7D | +3.9% | -4.2% | +8.0% | +2.3% |
| 30D | -14.3% | +0.6% | -14.9% | -13.8% |
| 3M | -45.6% | +12.6% | -58.3% | -44.7% |
| 6M | +117.2% | +28.3% | +88.9% | +90.5% |
| All | +117.2% | +26.6% | +90.6% | +90.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling