+77.8%
JNJ vs SOXQ
+232.9%
-155.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.1% |
| 7D | -3.5% | +0.8% | -4.3% | -3.4% |
| 30D | +2.3% | -4.6% | +6.9% | +1.9% |
| 3M | +12.0% | -10.2% | +22.1% | +11.4% |
| 6M | +10.5% | +49.7% | -39.2% | +13.7% |
| YTD | +30.4% | +67.2% | -36.9% | +35.5% |
| 1Y | +52.1% | +98.0% | -45.9% | +60.4% |
| 3Y | +77.8% | +237.2% | -159.4% | +85.5% |
| All | +77.8% | +232.9% | -155.1% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling