-35.9%
SOXL vs BMRN
+13.4%
-49.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.7% | -9.7% | -5.3% |
| 7D | +8.5% | -1.4% | +9.8% | +6.6% |
| 30D | -13.0% | -5.8% | -7.2% | -22.6% |
| 3M | -35.9% | +16.6% | -52.5% | +34.0% |
| All | -35.9% | +13.4% | -49.3% | +34.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling