-100.0%
SOXS vs BIIB
+259.9%
-359.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -2.5% |
| 7D | -16.6% | -5.4% | -11.2% | -19.9% |
| 30D | -4.4% | +1.7% | -6.1% | -3.5% |
| 3M | -26.2% | +5.8% | -32.1% | -24.0% |
| 6M | -99.3% | +11.9% | -111.2% | -99.2% |
| YTD | -99.5% | +19.7% | -119.3% | -99.5% |
| 1Y | -99.8% | +46.7% | -146.5% | -99.7% |
| 3Y | -100.0% | -18.6% | -81.3% | -100.0% |
| 5Y | -100.0% | -29.8% | -70.2% | -100.0% |
| 10Y | -100.0% | -28.8% | -71.2% | -100.0% |
| All | -100.0% | +259.9% | -359.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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