-100.0%
SOXS vs INCY
+69.3%
-169.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -6.6% |
| 7D | -4.7% | -4.2% | -0.6% | -7.5% |
| 30D | +7.7% | +0.6% | +7.2% | +8.2% |
| 3M | -10.2% | +12.6% | -22.8% | -4.0% |
| 6M | -99.2% | +28.3% | -127.5% | -99.0% |
| YTD | -99.5% | +23.0% | -122.5% | -99.4% |
| 1Y | -99.8% | +41.0% | -140.7% | -99.7% |
| 3Y | -100.0% | +88.6% | -188.6% | -100.0% |
| All | -100.0% | +69.3% | -169.3% | -100.0% |
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