+20,174.1%
SOXL vs REGN
+2,969.5%
+17,204.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.5% | +6.7% | +6.3% |
| 7D | +3.9% | -5.6% | +9.5% | +8.2% |
| 30D | -14.3% | -2.0% | -12.4% | -13.8% |
| 3M | -45.6% | +28.0% | -73.6% | -56.5% |
| 6M | +117.2% | +1.2% | +116.0% | +106.8% |
| YTD | +189.8% | +1.6% | +188.2% | +175.4% |
| 1Y | +317.7% | +38.2% | +279.5% | +203.3% |
| 3Y | +478.6% | -5.4% | +484.0% | +466.8% |
| 5Y | +169.5% | +21.3% | +148.2% | +121.4% |
| 10Y | +5,222.1% | +105.2% | +5,116.9% | +3,142.4% |
| All | +20,174.1% | +2,969.5% | +17,204.6% | +1,633.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling