-100.0%
SOXS vs BMY
+20.8%
-120.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.0% | +9.1% | +8.2% |
| 7D | -9.4% | -6.4% | -3.0% | -8.5% |
| 30D | +6.2% | +0.2% | +5.9% | +6.3% |
| 3M | -28.0% | +16.0% | -44.0% | -29.3% |
| 6M | -99.2% | +8.3% | -107.5% | -99.2% |
| YTD | -99.5% | +22.2% | -121.7% | -99.5% |
| 1Y | -99.7% | +41.7% | -141.4% | -99.8% |
| All | -100.0% | +20.8% | -120.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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