+27,391.9%
SCHW vs VRTX
+11,321.8%
+16,070.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -1.6% | -6.4% | +4.8% | -0.2% |
| 30D | -1.1% | -0.5% | -0.5% | -1.0% |
| 3M | +20.4% | +16.9% | +3.5% | +16.3% |
| 6M | +13.6% | +13.1% | +0.5% | +10.4% |
| YTD | +7.7% | +14.9% | -7.3% | +4.0% |
| 1Y | +15.2% | +31.4% | -16.2% | +8.1% |
| 3Y | +87.1% | +51.9% | +35.2% | +67.3% |
| 5Y | +57.5% | +177.1% | -119.6% | +23.1% |
| 10Y | +295.1% | +456.3% | -161.2% | +154.8% |
| All | +27,391.9% | +11,321.8% | +16,070.1% | +6,909.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling