+55.9%
SOXL vs REGN
+45.3%
+10.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.4% | -4.4% | -10.2% |
| 7D | -37.9% | +14.4% | -52.3% | -33.8% |
| 30D | -59.4% | +28.1% | -87.5% | -56.8% |
| 3M | -52.3% | +22.5% | -74.8% | -49.3% |
| 6M | -47.7% | +31.6% | -79.3% | -42.6% |
| YTD | +58.8% | +21.0% | +37.7% | +79.1% |
| 1Y | +55.9% | +49.0% | +6.9% | +134.5% |
| All | +55.9% | +45.3% | +10.6% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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