-100.0%
SOXS vs JNJ
+570.0%
-670.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.3% | +8.4% | +7.7% |
| 7D | -9.4% | -4.3% | -5.1% | -14.7% |
| 30D | +6.2% | +3.0% | +3.1% | +8.9% |
| 3M | -28.0% | +12.2% | -40.3% | -22.5% |
| 6M | -99.2% | +10.5% | -109.6% | -99.4% |
| YTD | -99.5% | +30.8% | -130.3% | -99.5% |
| 1Y | -99.7% | +54.9% | -154.7% | -99.7% |
| 3Y | -100.0% | +80.7% | -180.6% | -100.0% |
| 5Y | -100.0% | +83.4% | -183.4% | -100.0% |
| 10Y | -100.0% | +195.7% | -295.7% | -100.0% |
| All | -100.0% | +570.0% | -670.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling