+4.9%
BDX vs SOXQ
+286.7%
-281.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.7% |
| 7D | -3.2% | +0.8% | -3.9% | -3.2% |
| 30D | -2.5% | -4.6% | +2.0% | -2.3% |
| 3M | +21.4% | -10.2% | +31.6% | +21.9% |
| 6M | +10.4% | +49.7% | -39.3% | +3.9% |
| YTD | +18.8% | +67.2% | -48.4% | +10.3% |
| 1Y | +21.7% | +98.0% | -76.3% | +10.4% |
| 3Y | -10.0% | +237.2% | -247.1% | -25.2% |
| 5Y | -1.8% | +261.3% | -263.1% | -23.2% |
| All | +4.9% | +286.7% | -281.8% | -18.0% |
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