-91.6%
SOXS vs BMRN
+8.7%
-100.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.6% | +6.1% | +8.2% |
| 7D | +46.7% | +2.0% | +44.6% | +46.3% |
| 30D | +97.0% | -0.7% | +97.7% | +96.8% |
| 3M | +39.5% | -5.9% | +45.5% | +40.9% |
| 6M | -54.9% | +3.0% | -57.9% | -54.0% |
| YTD | -90.4% | -3.9% | -86.5% | -90.3% |
| 1Y | -91.6% | +8.8% | -100.4% | -91.0% |
| All | -91.6% | +8.7% | -100.3% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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