-99.8%
SOXS vs JNJ
+58.1%
-157.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.1% | -9.0% | -7.5% |
| 7D | -7.0% | +2.7% | -9.7% | -12.4% |
| 30D | +2.8% | +7.4% | -4.6% | -12.2% |
| 3M | -9.8% | +21.2% | -31.1% | -32.3% |
| 6M | -99.2% | +13.4% | -112.6% | -99.3% |
| YTD | -99.5% | +35.1% | -134.6% | -99.6% |
| 1Y | -99.8% | +57.4% | -157.2% | -99.9% |
| All | -99.8% | +58.1% | -157.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 JNJ 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