-100.0%
SOXS vs INCY
+892.6%
-992.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.2% | +10.3% | +6.5% |
| 7D | -9.4% | -3.7% | -5.7% | -11.9% |
| 30D | +6.2% | +1.8% | +4.3% | +7.6% |
| 3M | -28.0% | +17.0% | -45.0% | -20.7% |
| 6M | -99.2% | +28.4% | -127.6% | -99.0% |
| YTD | -99.5% | +24.8% | -124.3% | -99.4% |
| 1Y | -99.7% | +42.9% | -142.7% | -99.7% |
| 3Y | -100.0% | +92.7% | -192.7% | -100.0% |
| 5Y | -100.0% | +73.3% | -173.3% | -100.0% |
| 10Y | -100.0% | +55.8% | -155.8% | -100.0% |
| All | -100.0% | +892.6% | -992.6% | -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 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