+42.0%
SOFI vs VRTX
+116.7%
-74.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -4.9% | -5.6% | +0.7% | -2.8% |
| 30D | -3.5% | -2.0% | -1.5% | -2.7% |
| 3M | +3.9% | +15.8% | -11.9% | -2.3% |
| 6M | -6.5% | +4.7% | -11.2% | -8.6% |
| YTD | -33.8% | +13.7% | -47.5% | -38.1% |
| 1Y | -33.3% | +29.7% | -63.0% | -41.2% |
| 3Y | +94.6% | +48.4% | +46.2% | +52.9% |
| 5Y | +13.3% | +173.3% | -160.1% | -33.0% |
| All | +42.0% | +116.7% | -74.7% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 10y: compounded portfolio wealth divided by compounded VRTX 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…
10y analysis · Full analysis span regression · 6 months rolling