+365.7%
SE vs VRTX
+253.0%
+112.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +2.0% | -2.1% | +4.1% | +2.8% |
| 30D | -20.0% | +8.2% | -28.2% | -22.5% |
| 3M | -31.8% | +13.0% | -44.8% | -35.0% |
| 6M | -15.9% | +27.9% | -43.8% | -23.7% |
| YTD | -40.6% | +20.7% | -61.3% | -45.4% |
| 1Y | -50.7% | +31.4% | -82.1% | -56.2% |
| 3Y | +70.3% | +41.8% | +28.5% | +38.3% |
| 5Y | -78.8% | +183.7% | -262.5% | -87.7% |
| All | +365.7% | +253.0% | +112.7% | +129.3% |
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 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