-100.0%
SOXS vs BMRN
+184.9%
-284.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.7% | +6.4% | +9.6% |
| 7D | -9.4% | -1.4% | -8.0% | -10.8% |
| 30D | +6.2% | -5.8% | +12.0% | +0.5% |
| 3M | -28.0% | +16.6% | -44.7% | -19.7% |
| 6M | -99.2% | +7.6% | -106.8% | -99.5% |
| YTD | -99.5% | +10.2% | -109.7% | -99.7% |
| 1Y | -99.7% | +20.2% | -120.0% | -99.8% |
| 3Y | -100.0% | -27.4% | -72.6% | -100.0% |
| 5Y | -100.0% | -16.0% | -84.0% | -100.0% |
| 10Y | -100.0% | -30.3% | -69.7% | -100.0% |
| All | -100.0% | +184.9% | -284.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling