-100.0%
SOXS vs VRTX
+451.8%
-551.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.7% | -5.4% |
| 7D | -4.7% | -5.6% | +0.9% | -9.9% |
| 30D | +7.7% | -2.0% | +9.7% | +5.0% |
| 3M | -10.2% | +15.8% | -26.0% | +1.7% |
| 6M | -99.2% | +4.7% | -103.9% | -99.1% |
| YTD | -99.5% | +13.7% | -113.2% | -99.4% |
| 1Y | -99.8% | +29.7% | -129.5% | -99.7% |
| 3Y | -100.0% | +48.4% | -148.4% | -100.0% |
| 5Y | -100.0% | +173.3% | -273.3% | -100.0% |
| All | -100.0% | +451.8% | -551.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling