+589.4%
SE vs VRTX
+252.4%
+337.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.1% |
| 7D | -6.1% | +0.8% | -6.9% | -6.4% |
| 30D | -2.5% | +12.6% | -15.1% | -6.7% |
| 3M | +21.7% | +23.6% | -1.9% | +12.1% |
| 6M | +27.0% | +14.3% | +12.7% | +20.0% |
| YTD | -12.1% | +20.5% | -32.6% | -18.9% |
| 1Y | -40.9% | +37.6% | -78.5% | -48.3% |
| 3Y | +191.0% | +55.5% | +135.4% | +126.8% |
| 5Y | -68.3% | +175.7% | -244.0% | -81.3% |
| All | +589.4% | +252.4% | +337.0% | +240.7% |
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