+317.7%
SOXL vs REGN
+41.3%
+276.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.5% | +6.7% | +5.3% |
| 7D | +3.9% | -5.6% | +9.5% | +4.1% |
| 30D | -14.3% | -2.0% | -12.4% | -14.4% |
| 3M | -45.6% | +28.0% | -73.6% | -47.5% |
| 6M | +117.2% | +1.2% | +116.0% | +124.1% |
| YTD | +189.8% | +1.6% | +188.2% | +199.2% |
| 1Y | +317.7% | +38.2% | +279.5% | +347.7% |
| All | +317.7% | +41.3% | +276.4% | +347.7% |
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