-11.0%
SOXL vs BMY
-0.9%
-10.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.0% | -7.0% | -9.5% |
| 7D | +8.5% | -6.4% | +14.8% | -1.7% |
| 30D | -13.0% | +0.2% | -13.2% | -11.7% |
| All | -11.0% | -0.9% | -10.1% | -12.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling