+145.2%
SPXL vs INCY
+69.3%
+76.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +3.2% |
| 7D | -2.5% | -4.2% | +1.6% | -0.5% |
| 30D | -4.2% | +0.6% | -4.8% | -4.7% |
| 3M | +8.1% | +12.6% | -4.5% | +0.2% |
| 6M | +35.6% | +28.3% | +7.3% | +16.6% |
| YTD | +28.8% | +23.0% | +5.8% | +12.6% |
| 1Y | +39.8% | +41.0% | -1.1% | +12.0% |
| 3Y | +221.4% | +88.6% | +132.8% | +104.5% |
| All | +145.2% | +69.3% | +76.0% | +69.9% |
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 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