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  • SOXL vs JNJ✓SelectedUSD · JNJSOXL vs JNJ performance historyLatest closeAs of+9.87%09/04
Stock and ETF performance explorer

SOXL vs JNJ

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+357.4%
JNJ return
+58.1%
Excess return
+299.3%
Maximum drawdown
-69.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioJNJExcessAlpha
1D+9.9%-1.1%+11.0%+7.5%
7D+5.3%+2.7%+2.7%+11.5%
30D-11.2%+7.4%-18.6%+4.2%
3M-55.4%+21.2%-76.6%-34.8%
6M+107.1%+13.4%+93.7%+195.5%
YTD+179.0%+35.1%+143.9%+366.7%
1Y+357.4%+57.4%+299.9%+917.4%
All+357.4%+58.1%+299.3%+917.4%

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