+162.3%
SOXL vs AMGN
+103.1%
+59.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.6% | +6.2% |
| 7D | +3.9% | -13.7% | +17.6% | +14.2% |
| 30D | -14.3% | -8.8% | -5.5% | -10.5% |
| 3M | -45.6% | +7.2% | -52.8% | -51.6% |
| 6M | +117.2% | +1.3% | +115.9% | +103.9% |
| YTD | +189.8% | +17.6% | +172.2% | +137.7% |
| 1Y | +317.7% | +37.2% | +280.6% | +196.3% |
| 3Y | +478.6% | +57.7% | +420.9% | +253.7% |
| All | +162.3% | +103.1% | +59.2% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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