+363.5%
SE vs VRTX
+247.6%
+115.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.4% |
| 7D | -0.5% | -1.6% | +1.1% | +0.1% |
| 30D | -20.9% | +8.0% | -29.0% | -23.3% |
| 3M | -38.9% | +4.3% | -43.2% | -40.1% |
| 6M | -19.4% | +18.9% | -38.3% | -25.0% |
| YTD | -40.9% | +18.8% | -59.7% | -45.4% |
| 1Y | -46.2% | +24.0% | -70.1% | -51.1% |
| 3Y | +63.7% | +42.1% | +21.6% | +32.6% |
| 5Y | -77.9% | +187.6% | -265.5% | -87.2% |
| All | +363.5% | +247.6% | +115.9% | +129.5% |
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