+1,537.1%
SOXX vs INCY
+54.2%
+1,482.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +2.3% |
| 7D | +1.4% | -4.2% | +5.6% | +2.6% |
| 30D | -3.6% | +0.6% | -4.2% | -3.8% |
| 3M | -10.2% | +12.6% | -22.8% | -14.0% |
| 6M | +54.2% | +28.3% | +25.9% | +41.6% |
| YTD | +75.2% | +23.0% | +52.2% | +62.5% |
| 1Y | +107.5% | +41.0% | +66.5% | +84.0% |
| 3Y | +226.8% | +88.6% | +138.2% | +157.8% |
| 5Y | +251.2% | +70.8% | +180.4% | +183.1% |
| All | +1,537.1% | +54.2% | +1,482.9% | +1,228.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling