-91.6%
SOXS vs AZN
+18.4%
-110.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.8% | +6.0% | +6.6% |
| 7D | +46.7% | +11.5% | +35.2% | +37.5% |
| 30D | +97.0% | +20.8% | +76.2% | +78.7% |
| 3M | +39.5% | +21.5% | +18.1% | +26.3% |
| 6M | -54.9% | +3.0% | -58.0% | -58.3% |
| YTD | -90.4% | +3.9% | -94.3% | -90.9% |
| 1Y | -91.6% | +16.4% | -108.1% | -92.7% |
| All | -91.6% | +18.4% | -110.0% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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