+20,174.1%
SOXL vs AZN
+556.6%
+19,617.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +4.9% |
| 7D | +3.9% | -1.6% | +5.4% | +5.2% |
| 30D | -14.3% | +1.1% | -15.4% | -16.4% |
| 3M | -45.6% | -12.1% | -33.5% | -42.8% |
| 6M | +117.2% | -17.1% | +134.3% | +140.0% |
| YTD | +189.8% | -12.0% | +201.8% | +197.8% |
| 1Y | +317.7% | -0.2% | +318.0% | +264.6% |
| 3Y | +478.6% | +26.8% | +451.9% | +262.8% |
| 5Y | +169.5% | +56.9% | +112.6% | +25.4% |
| 10Y | +5,222.1% | +226.7% | +4,995.3% | +949.5% |
| All | +20,174.1% | +556.6% | +19,617.5% | +969.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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