-68.1%
SE vs VRTX
+178.3%
-246.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.3% |
| 7D | -6.1% | +0.8% | -6.9% | -6.3% |
| 30D | -2.5% | +12.6% | -15.1% | -5.6% |
| 3M | +21.7% | +23.6% | -1.9% | +14.6% |
| 6M | +27.0% | +14.3% | +12.7% | +21.8% |
| YTD | -12.1% | +20.5% | -32.6% | -17.1% |
| 1Y | -40.9% | +37.6% | -78.5% | -46.4% |
| 3Y | +191.0% | +55.5% | +135.4% | +134.0% |
| All | -68.1% | +178.3% | -246.4% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling