+220.8%
SOXX vs VRTX
+49.8%
+171.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.5% | -2.5% |
| 7D | +3.0% | -7.8% | +10.8% | +4.4% |
| 30D | -3.1% | -2.8% | -0.3% | -2.8% |
| 3M | -4.4% | +18.1% | -22.5% | -8.1% |
| 6M | +52.9% | +3.1% | +49.8% | +51.3% |
| YTD | +72.0% | +13.5% | +58.5% | +66.2% |
| 1Y | +105.1% | +32.4% | +72.7% | +91.1% |
| All | +220.8% | +49.8% | +171.0% | +185.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling