-100.0%
SOXS vs BMRN
-27.2%
-72.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.8% | -5.4% |
| 7D | -4.7% | -1.3% | -3.5% | -5.4% |
| 30D | +7.7% | -6.5% | +14.2% | +4.4% |
| 3M | -10.2% | +18.3% | -28.4% | -3.2% |
| 6M | -99.2% | +8.9% | -108.1% | -99.4% |
| YTD | -99.5% | +10.5% | -110.0% | -99.6% |
| 1Y | -99.8% | +17.5% | -117.2% | -99.8% |
| 3Y | -100.0% | -27.7% | -72.3% | -100.0% |
| All | -100.0% | -27.2% | -72.8% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling