+19,165.6%
SOXL vs INCY
+892.6%
+18,273.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.2% | -5.9% | -6.5% |
| 7D | +8.5% | -3.7% | +12.1% | +11.4% |
| 30D | -13.0% | +1.8% | -14.8% | -14.4% |
| 3M | -35.9% | +17.0% | -52.9% | -45.5% |
| 6M | +112.1% | +28.4% | +83.7% | +67.5% |
| YTD | +175.4% | +24.8% | +150.6% | +123.0% |
| 1Y | +304.9% | +42.9% | +261.9% | +193.9% |
| 3Y | +448.6% | +92.7% | +355.9% | +206.3% |
| 5Y | +156.1% | +73.3% | +82.8% | +60.0% |
| 10Y | +4,957.3% | +55.8% | +4,901.5% | +3,463.6% |
| All | +19,165.6% | +892.6% | +18,273.0% | +1,923.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling