+20,848.2%
SOXL vs JNJ
+571.8%
+20,276.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +3.1% |
| 7D | +18.4% | -3.0% | +21.3% | +22.4% |
| 30D | -3.2% | +2.5% | -5.7% | -8.3% |
| 3M | -37.6% | +13.2% | -50.8% | -52.8% |
| 6M | +136.1% | +11.3% | +124.8% | +78.2% |
| YTD | +199.5% | +31.1% | +168.3% | +76.4% |
| 1Y | +363.2% | +54.3% | +308.9% | +108.3% |
| 3Y | +496.5% | +81.1% | +415.3% | +64.1% |
| 5Y | +184.8% | +82.7% | +102.1% | -30.5% |
| 10Y | +5,399.0% | +196.5% | +5,202.5% | +405.3% |
| All | +20,848.2% | +571.8% | +20,276.3% | +115.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling