+18.3%
BMY vs SOXQ
+290.2%
-271.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -4.8% | +5.2% | -10.0% | -4.8% |
| 30D | -0.7% | -0.5% | -0.1% | -0.7% |
| 3M | +15.3% | -5.6% | +21.0% | +15.1% |
| 6M | +8.5% | +53.0% | -44.5% | +6.9% |
| YTD | +23.4% | +68.8% | -45.3% | +21.3% |
| 1Y | +42.9% | +105.7% | -62.8% | +39.8% |
| 3Y | +22.0% | +240.5% | -218.5% | +16.1% |
| 5Y | +24.3% | +266.8% | -242.4% | +13.0% |
| All | +18.3% | +290.2% | -271.9% | +6.7% |
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