+162.3%
SOXL vs VRTX
+171.2%
-8.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.1% | +5.1% |
| 7D | +3.9% | -5.6% | +9.5% | +8.2% |
| 30D | -14.3% | -2.0% | -12.4% | -14.1% |
| 3M | -45.6% | +15.8% | -61.4% | -53.6% |
| 6M | +117.2% | +4.7% | +112.5% | +100.2% |
| YTD | +189.8% | +13.7% | +176.1% | +148.2% |
| 1Y | +317.7% | +29.7% | +288.0% | +217.8% |
| 3Y | +478.6% | +48.4% | +430.2% | +256.6% |
| All | +162.3% | +171.2% | -8.9% | -15.1% |
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