+24.3%
BMY vs SOXQ
+258.1%
-233.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.2% |
| 7D | -4.8% | +0.8% | -5.5% | -4.8% |
| 30D | -0.1% | -4.6% | +4.5% | -0.1% |
| 3M | +13.1% | -10.2% | +23.3% | +13.0% |
| 6M | +8.4% | +49.7% | -41.3% | +6.9% |
| YTD | +22.0% | +67.2% | -45.3% | +19.9% |
| 1Y | +40.3% | +98.0% | -57.7% | +37.4% |
| 3Y | +20.5% | +237.2% | -216.6% | +14.8% |
| All | +24.3% | +258.1% | -233.8% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling