-36.0%
SQQQ vs VRTX
+31.2%
-67.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.4% | -6.2% | -2.3% |
| 7D | +14.6% | +3.7% | +10.9% | +15.3% |
| 30D | +28.9% | +9.0% | +19.8% | +31.1% |
| 3M | +13.1% | +14.7% | -1.6% | +17.0% |
| 6M | -15.2% | +27.7% | -42.9% | -7.9% |
| YTD | -37.0% | +21.1% | -58.1% | -32.2% |
| 1Y | -36.0% | +30.2% | -66.2% | -29.6% |
| All | -36.0% | +31.2% | -67.1% | -29.6% |
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 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