-99.8%
SOXS vs REGN
+41.3%
-141.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.5% |
| 7D | -4.7% | -5.6% | +0.8% | -4.6% |
| 30D | +7.7% | -2.0% | +9.7% | +7.9% |
| 3M | -10.2% | +28.0% | -38.1% | -9.0% |
| 6M | -99.2% | +1.2% | -100.4% | -99.3% |
| YTD | -99.5% | +1.6% | -101.2% | -99.6% |
| 1Y | -99.8% | +38.2% | -138.0% | -99.8% |
| All | -99.8% | +41.3% | -141.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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