-99.8%
SOXS vs BMRN
+12.9%
-112.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.2% | -10.3% | -10.2% |
| 7D | -7.0% | +2.9% | -9.9% | -7.3% |
| 30D | +2.8% | +11.0% | -8.3% | +1.6% |
| 3M | -9.8% | +17.8% | -27.7% | -10.7% |
| 6M | -99.2% | +10.1% | -109.3% | -99.3% |
| YTD | -99.5% | +11.9% | -111.4% | -99.6% |
| 1Y | -99.8% | +17.2% | -117.0% | -99.8% |
| All | -99.8% | +12.9% | -112.7% | -99.8% |
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