-100.0%
SOXS vs REGN
+2,969.5%
-3,069.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -6.7% |
| 7D | -4.7% | -5.6% | +0.8% | -8.8% |
| 30D | +7.7% | -2.0% | +9.7% | +5.8% |
| 3M | -10.2% | +28.0% | -38.1% | +7.1% |
| 6M | -99.2% | +1.2% | -100.4% | -99.3% |
| YTD | -99.5% | +1.6% | -101.2% | -99.5% |
| 1Y | -99.8% | +38.2% | -138.0% | -99.7% |
| 3Y | -100.0% | -5.4% | -94.6% | -100.0% |
| 5Y | -100.0% | +21.3% | -121.3% | -100.0% |
| 10Y | -100.0% | +105.2% | -205.2% | -100.0% |
| All | -100.0% | +2,969.5% | -3,069.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling