+113.9%
SOXX vs BMY
+47.1%
+66.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.3% |
| 7D | +2.2% | +0.4% | +1.8% | +2.3% |
| 30D | -2.0% | +5.0% | -7.1% | -1.4% |
| 3M | -13.7% | +19.4% | -33.1% | -11.3% |
| 6M | +52.4% | +9.5% | +42.8% | +57.5% |
| YTD | +72.8% | +28.1% | +44.7% | +78.3% |
| 1Y | +113.9% | +50.0% | +63.9% | +123.3% |
| All | +113.9% | +47.1% | +66.8% | +123.3% |
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