+358.3%
SE vs VRTX
+250.1%
+108.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -22.3% | +11.8% | -34.1% | -25.7% |
| 3M | -41.8% | +3.2% | -45.0% | -42.7% |
| 6M | -22.4% | +21.0% | -43.4% | -28.2% |
| YTD | -41.6% | +19.7% | -61.3% | -46.1% |
| 1Y | -48.0% | +25.0% | -73.0% | -52.9% |
| 3Y | +63.9% | +45.2% | +18.6% | +31.5% |
| 5Y | -78.2% | +189.7% | -267.9% | -87.4% |
| All | +358.3% | +250.1% | +108.2% | +126.3% |
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