-46.9%
BIIB vs SOXQ
+290.2%
-337.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -5.4% | +5.2% | -10.6% | -6.3% |
| 30D | +1.7% | -0.5% | +2.3% | +1.7% |
| 3M | +5.8% | -5.6% | +11.5% | +5.8% |
| 6M | +11.9% | +53.0% | -41.1% | -1.1% |
| YTD | +19.7% | +68.8% | -49.0% | +3.1% |
| 1Y | +46.7% | +105.7% | -59.0% | +19.5% |
| 3Y | -18.6% | +240.5% | -259.1% | -45.2% |
| 5Y | -29.8% | +266.8% | -296.6% | -55.8% |
| All | -46.9% | +290.2% | -337.1% | -65.8% |
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