+20,415.5%
SOXL vs VRTX
+1,133.2%
+19,282.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.2% | +8.3% | +7.0% |
| 7D | +16.4% | -3.4% | +19.8% | +18.5% |
| 30D | -12.1% | +6.6% | -18.7% | -16.5% |
| 3M | -41.7% | +19.4% | -61.1% | -49.0% |
| 6M | +157.4% | +15.8% | +141.6% | +126.9% |
| YTD | +193.3% | +16.7% | +176.6% | +157.9% |
| 1Y | +355.3% | +33.8% | +321.5% | +267.3% |
| 3Y | +484.2% | +54.2% | +430.0% | +326.3% |
| 5Y | +182.7% | +176.4% | +6.3% | +50.6% |
| 10Y | +4,692.2% | +443.5% | +4,248.7% | +2,133.9% |
| All | +20,415.5% | +1,133.2% | +19,282.3% | +5,038.2% |
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