-100.0%
SOXS vs AZN
+55.9%
-155.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.4% |
| 7D | -4.7% | -1.6% | -3.2% | -5.7% |
| 30D | +7.7% | +1.1% | +6.7% | +8.0% |
| 3M | -10.2% | -12.1% | +2.0% | -19.9% |
| 6M | -99.2% | -17.1% | -82.1% | -99.3% |
| YTD | -99.5% | -12.0% | -87.5% | -99.6% |
| 1Y | -99.8% | -0.2% | -99.5% | -99.8% |
| 3Y | -100.0% | +26.8% | -126.8% | -100.0% |
| All | -100.0% | +55.9% | -155.9% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling