-100.0%
SOXS vs JNJ
+79.6%
-179.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.2% |
| 7D | -4.7% | -3.5% | -1.2% | +0.3% |
| 30D | +7.7% | +2.3% | +5.4% | +5.4% |
| 3M | -10.2% | +12.0% | -22.1% | -17.4% |
| 6M | -99.2% | +10.5% | -109.7% | -99.1% |
| YTD | -99.5% | +30.4% | -129.9% | -99.6% |
| 1Y | -99.8% | +52.1% | -151.9% | -99.8% |
| 3Y | -100.0% | +77.8% | -177.8% | -100.0% |
| All | -100.0% | +79.6% | -179.6% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling