+1,537.1%
SOXX vs VRTX
+451.8%
+1,085.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.4% | -5.6% | +7.0% | +3.2% |
| 30D | -3.6% | -2.0% | -1.6% | -3.2% |
| 3M | -10.2% | +15.8% | -26.0% | -15.0% |
| 6M | +54.2% | +4.7% | +49.6% | +50.4% |
| YTD | +75.2% | +13.7% | +61.5% | +65.7% |
| 1Y | +107.5% | +29.7% | +77.8% | +87.2% |
| 3Y | +226.8% | +48.4% | +178.3% | +172.0% |
| 5Y | +251.2% | +173.3% | +77.9% | +130.1% |
| All | +1,537.1% | +451.8% | +1,085.3% | +904.2% |
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 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