+170.0%
VRTX vs SOXQ
+290.2%
-120.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | -6.4% | +5.2% | -11.6% | -7.1% |
| 30D | -0.5% | -0.5% | 0.0% | -0.6% |
| 3M | +16.9% | -5.6% | +22.5% | +16.9% |
| 6M | +13.1% | +53.0% | -40.0% | +3.0% |
| YTD | +14.9% | +68.8% | -53.8% | +2.8% |
| 1Y | +31.4% | +105.7% | -74.3% | +13.1% |
| 3Y | +51.9% | +240.5% | -188.6% | +15.6% |
| 5Y | +177.1% | +266.8% | -89.7% | +101.1% |
| All | +170.0% | +290.2% | -120.2% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling