+51.4%
AZN vs SOXQ
+286.7%
-235.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.4% | +0.2% |
| 7D | -1.6% | +0.8% | -2.3% | -1.6% |
| 30D | +1.1% | -4.6% | +5.6% | +1.4% |
| 3M | -12.1% | -10.2% | -2.0% | -11.7% |
| 6M | -17.1% | +49.7% | -66.8% | -22.1% |
| YTD | -12.0% | +67.2% | -79.2% | -18.5% |
| 1Y | -0.2% | +98.0% | -98.2% | -9.7% |
| 3Y | +26.8% | +237.2% | -210.4% | +4.5% |
| 5Y | +56.9% | +261.3% | -204.4% | +22.2% |
| All | +51.4% | +286.7% | -235.3% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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