+52.5%
SOXX vs BMY
+45.9%
+6.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.0% | -7.2% | -2.2% |
| 7D | -13.7% | +6.0% | -19.7% | -12.5% |
| 30D | -23.6% | +9.1% | -32.7% | -21.9% |
| 3M | -16.9% | -2.6% | -14.3% | -16.5% |
| 6M | -2.4% | +13.1% | -15.5% | +0.9% |
| YTD | +49.8% | +23.0% | +26.8% | +54.3% |
| 1Y | +52.5% | +45.6% | +7.0% | +51.8% |
| All | +52.5% | +45.9% | +6.6% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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