+8,623.5%
SPXL vs INCY
+2,897.6%
+5,725.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.7% |
| 7D | +1.5% | -0.5% | +1.9% | +1.7% |
| 30D | -3.7% | +3.2% | -6.9% | -5.5% |
| 3M | +8.1% | +23.6% | -15.5% | -5.3% |
| 6M | +39.0% | +29.7% | +9.4% | +18.2% |
| YTD | +29.9% | +25.9% | +4.0% | +11.6% |
| 1Y | +46.6% | +43.7% | +2.9% | +16.0% |
| 3Y | +230.5% | +94.4% | +136.1% | +111.7% |
| 5Y | +140.2% | +68.0% | +72.2% | +68.1% |
| 10Y | +1,168.8% | +52.5% | +1,116.2% | +777.9% |
| All | +8,623.5% | +2,897.6% | +5,725.9% | +426.7% |
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