+55.9%
SOXL vs JNJ
+51.2%
+4.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.8% | -12.6% | -1.6% |
| 7D | -37.9% | +1.9% | -39.8% | -35.4% |
| 30D | -59.4% | +9.2% | -68.7% | -50.3% |
| 3M | -52.3% | +8.9% | -61.2% | -40.6% |
| 6M | -47.7% | +24.6% | -72.3% | -20.9% |
| YTD | +58.8% | +35.7% | +23.1% | +164.6% |
| 1Y | +55.9% | +51.2% | +4.7% | +205.4% |
| All | +55.9% | +51.2% | +4.7% | +205.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 JNJ 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