+172.9%
VRTX vs SOXQ
+251.3%
-78.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.4% | -0.9% |
| 7D | -7.8% | +2.3% | -10.1% | -8.1% |
| 30D | -2.8% | -3.9% | +1.1% | -2.4% |
| 3M | +18.1% | -4.7% | +22.8% | +17.8% |
| 6M | +3.1% | +47.9% | -44.8% | -5.6% |
| YTD | +13.5% | +64.3% | -50.8% | +1.9% |
| 1Y | +32.4% | +95.7% | -63.3% | +14.8% |
| 3Y | +50.0% | +231.5% | -181.5% | +14.4% |
| 5Y | +172.9% | +255.0% | -82.1% | +96.6% |
| All | +172.9% | +251.3% | -78.4% | +96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling