+295.2%
SCHW vs VRTX
+450.9%
-155.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | -2.8% | -7.8% | +5.0% | -1.3% |
| 30D | -0.1% | -2.8% | +2.8% | +0.4% |
| 3M | +20.6% | +18.1% | +2.5% | +16.5% |
| 6M | +15.9% | +3.1% | +12.9% | +14.9% |
| YTD | +8.5% | +13.5% | -5.0% | +5.2% |
| 1Y | +17.8% | +32.4% | -14.6% | +10.7% |
| 3Y | +88.5% | +50.0% | +38.5% | +68.6% |
| 5Y | +60.6% | +172.9% | -112.2% | +24.7% |
| All | +295.2% | +450.9% | -155.7% | +182.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling