-91.6%
SOXS vs VRTX
+31.2%
-122.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.4% | +5.3% | +8.2% |
| 7D | +46.7% | +3.7% | +43.0% | +46.3% |
| 30D | +97.0% | +9.0% | +87.9% | +96.4% |
| 3M | +39.5% | +14.7% | +24.9% | +41.9% |
| 6M | -54.9% | +27.7% | -82.7% | -50.5% |
| YTD | -90.4% | +21.1% | -111.5% | -89.6% |
| 1Y | -91.6% | +30.2% | -121.8% | -90.6% |
| All | -91.6% | +31.2% | -122.8% | -90.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling