+162.3%
SOXL vs JNJ
+81.9%
+80.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.1% |
| 7D | +3.9% | -3.5% | +7.4% | +1.9% |
| 30D | -14.3% | +2.3% | -16.6% | -12.7% |
| 3M | -45.6% | +12.0% | -57.6% | -41.8% |
| 6M | +117.2% | +10.5% | +106.7% | +133.3% |
| YTD | +189.8% | +30.4% | +159.4% | +219.9% |
| 1Y | +317.7% | +52.1% | +265.6% | +373.3% |
| 3Y | +478.6% | +77.8% | +400.8% | +576.4% |
| All | +162.3% | +81.9% | +80.4% | +228.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling