+4,921.3%
SOXL vs BMRN
-29.6%
+4,950.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +5.0% | +5.0% |
| 7D | +3.9% | -1.3% | +5.1% | +4.8% |
| 30D | -14.3% | -6.5% | -7.8% | -9.5% |
| 3M | -45.6% | +18.3% | -63.9% | -56.3% |
| 6M | +117.2% | +8.9% | +108.3% | +84.1% |
| YTD | +189.8% | +10.5% | +179.3% | +140.0% |
| 1Y | +317.7% | +17.5% | +300.3% | +217.6% |
| 3Y | +478.6% | -27.7% | +506.3% | +587.6% |
| 5Y | +169.5% | -15.8% | +185.3% | +193.3% |
| All | +4,921.3% | -29.6% | +4,950.9% | +6,300.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling