+357.4%
SOXL vs BMY
+47.1%
+310.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.9% | +11.7% | +9.1% |
| 7D | +5.3% | +0.4% | +5.0% | +5.5% |
| 30D | -11.2% | +5.0% | -16.2% | -9.4% |
| 3M | -55.4% | +19.4% | -74.7% | -51.3% |
| 6M | +107.1% | +9.5% | +97.6% | +129.7% |
| YTD | +179.0% | +28.1% | +151.0% | +208.3% |
| 1Y | +357.4% | +50.0% | +307.4% | +424.5% |
| All | +357.4% | +47.1% | +310.2% | +424.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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