-100.0%
SOXS vs AMGN
+59.9%
-159.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.2% | -6.3% |
| 7D | -4.7% | -13.7% | +8.9% | -12.6% |
| 30D | +7.7% | -8.8% | +16.5% | +2.0% |
| 3M | -10.2% | +7.2% | -17.4% | -5.8% |
| 6M | -99.2% | +1.3% | -100.5% | -99.3% |
| YTD | -99.5% | +17.6% | -117.2% | -99.5% |
| 1Y | -99.8% | +37.2% | -136.9% | -99.7% |
| 3Y | -100.0% | +57.7% | -157.7% | -100.0% |
| All | -100.0% | +59.9% | -159.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 3y: compounded portfolio wealth divided by compounded AMGN 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…
3y analysis · Full analysis span regression · 6 months rolling