+55.9%
SOXL vs BMY
+45.9%
+10.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.0% | -12.8% | -6.0% |
| 7D | -37.9% | +6.0% | -43.9% | -34.9% |
| 30D | -59.4% | +9.1% | -68.6% | -56.3% |
| 3M | -52.3% | -2.6% | -49.7% | -51.1% |
| 6M | -47.7% | +13.1% | -60.8% | -41.4% |
| YTD | +58.8% | +23.0% | +35.7% | +76.3% |
| 1Y | +55.9% | +45.6% | +10.3% | +56.6% |
| All | +55.9% | +45.9% | +10.0% | +56.6% |
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