+49.3%
SOFI vs VRTX
+129.5%
-80.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.6% | -0.7% |
| 7D | +0.9% | +0.8% | +0.1% | +0.6% |
| 30D | -0.2% | +12.6% | -12.8% | -4.8% |
| 3M | +6.2% | +23.6% | -17.4% | -2.7% |
| 6M | -2.6% | +14.3% | -16.8% | -8.2% |
| YTD | -30.4% | +20.5% | -50.9% | -36.3% |
| 1Y | -28.2% | +37.6% | -65.8% | -38.2% |
| 3Y | +107.3% | +55.5% | +51.7% | +60.1% |
| 5Y | +20.2% | +175.7% | -155.6% | -28.5% |
| All | +49.3% | +129.5% | -80.2% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling