-99.8%
SOXS vs VRTX
+32.7%
-132.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.7% | -5.5% |
| 7D | -4.7% | -5.6% | +0.9% | -5.4% |
| 30D | +7.7% | -2.0% | +9.7% | +7.5% |
| 3M | -10.2% | +15.8% | -26.0% | -3.0% |
| 6M | -99.2% | +4.7% | -103.9% | -99.2% |
| YTD | -99.5% | +13.7% | -113.2% | -99.5% |
| 1Y | -99.8% | +29.7% | -129.5% | -99.7% |
| All | -99.8% | +32.7% | -132.4% | -99.7% |
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