-100.0%
SOXS vs VRTX
+1,173.3%
-1,273.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -2.1% | -8.1% | -11.5% |
| 7D | -7.0% | +0.8% | -7.8% | -6.7% |
| 30D | +2.8% | +12.6% | -9.8% | +10.0% |
| 3M | -9.8% | +23.6% | -33.5% | +1.9% |
| 6M | -99.2% | +14.3% | -113.5% | -99.1% |
| YTD | -99.5% | +20.5% | -120.0% | -99.4% |
| 1Y | -99.8% | +37.6% | -137.4% | -99.7% |
| 3Y | -100.0% | +55.5% | -155.5% | -100.0% |
| 5Y | -100.0% | +175.7% | -275.7% | -100.0% |
| 10Y | -100.0% | +474.2% | -574.2% | -100.0% |
| All | -100.0% | +1,173.3% | -1,273.3% | -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 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