+357.4%
SOXL vs REGN
+46.5%
+310.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.9% | +11.7% | +9.9% |
| 7D | +5.3% | +4.2% | +1.1% | +5.1% |
| 30D | -11.2% | +7.8% | -19.0% | -11.8% |
| 3M | -55.4% | +31.8% | -87.2% | -56.7% |
| 6M | +107.1% | +5.4% | +101.7% | +113.2% |
| YTD | +179.0% | +7.7% | +171.4% | +187.4% |
| 1Y | +357.4% | +46.7% | +310.7% | +381.3% |
| All | +357.4% | +46.5% | +310.9% | +381.3% |
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