+87.0%
SCHW vs VRTX
+49.8%
+37.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -2.8% | -7.8% | +5.0% | -1.8% |
| 30D | -0.1% | -2.8% | +2.8% | +0.3% |
| 3M | +20.6% | +18.1% | +2.5% | +18.1% |
| 6M | +15.9% | +3.1% | +12.9% | +15.1% |
| YTD | +8.5% | +13.5% | -5.0% | +6.4% |
| 1Y | +17.8% | +32.4% | -14.6% | +13.4% |
| All | +87.0% | +49.8% | +37.2% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling