+167.0%
VRTX vs SOXQ
+286.7%
-119.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.1% |
| 7D | -5.6% | +0.8% | -6.4% | -5.7% |
| 30D | -2.0% | -4.6% | +2.6% | -1.4% |
| 3M | +15.8% | -10.2% | +26.0% | +16.7% |
| 6M | +4.7% | +49.7% | -45.0% | -4.3% |
| YTD | +13.7% | +67.2% | -53.6% | +1.8% |
| 1Y | +29.7% | +98.0% | -68.3% | +12.3% |
| 3Y | +48.4% | +237.2% | -188.7% | +13.1% |
| 5Y | +173.3% | +261.3% | -87.9% | +98.9% |
| All | +167.0% | +286.7% | -119.6% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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