+357.4%
SOXL vs BMRN
+12.9%
+344.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.2% | +9.7% | +9.9% |
| 7D | +5.3% | +2.9% | +2.5% | +5.3% |
| 30D | -11.2% | +11.0% | -22.2% | -11.7% |
| 3M | -55.4% | +17.8% | -73.2% | -56.4% |
| 6M | +107.1% | +10.1% | +97.0% | +107.4% |
| YTD | +179.0% | +11.9% | +167.1% | +177.4% |
| 1Y | +357.4% | +17.2% | +340.1% | +349.4% |
| All | +357.4% | +12.9% | +344.4% | +349.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 1y: compounded portfolio wealth divided by compounded BMRN 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…
1y analysis · Full analysis span regression · 6 months rolling