+112.1%
SOXL vs JNJ
+11.1%
+101.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.3% | -7.8% | -8.8% |
| 7D | +8.5% | -4.3% | +12.8% | -3.9% |
| 30D | -13.0% | +3.0% | -16.0% | -2.9% |
| 3M | -35.9% | +12.2% | -48.2% | -3.5% |
| 6M | +112.1% | +10.5% | +101.6% | +280.9% |
| All | +112.1% | +11.1% | +101.0% | +280.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling