+13.3%
SOFI vs VRTX
+176.9%
-163.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.2% |
| 7D | -2.9% | -6.4% | +3.5% | -0.5% |
| 30D | -4.4% | -0.5% | -3.8% | -4.1% |
| 3M | +5.2% | +16.9% | -11.7% | -1.0% |
| 6M | -7.8% | +13.1% | -20.8% | -12.4% |
| YTD | -33.8% | +14.9% | -48.8% | -38.1% |
| 1Y | -33.3% | +31.4% | -64.7% | -41.1% |
| 3Y | +102.7% | +51.9% | +50.8% | +59.2% |
| All | +13.3% | +176.9% | -163.6% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling