+226.8%
SOXX vs BMY
+20.6%
+206.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | +1.4% | -4.8% | +6.1% | +1.3% |
| 30D | -3.6% | -0.1% | -3.5% | -3.6% |
| 3M | -10.2% | +13.1% | -23.3% | -9.9% |
| 6M | +54.2% | +8.4% | +45.8% | +54.9% |
| YTD | +75.2% | +22.0% | +53.2% | +75.3% |
| 1Y | +107.5% | +40.3% | +67.2% | +106.8% |
| 3Y | +226.8% | +20.5% | +206.2% | +251.8% |
| All | +226.8% | +20.6% | +206.1% | +251.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling