+220.3%
SHEL vs VRTX
+483.3%
-263.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.4% |
| 7D | +0.8% | -1.6% | +2.3% | +1.0% |
| 30D | -3.6% | +8.0% | -11.6% | -4.7% |
| 3M | +12.0% | +4.3% | +7.7% | +11.2% |
| 6M | +19.7% | +18.9% | +0.8% | +16.3% |
| YTD | +39.6% | +18.8% | +20.8% | +35.2% |
| 1Y | +36.4% | +24.0% | +12.5% | +31.1% |
| 3Y | +70.2% | +42.1% | +28.1% | +56.8% |
| 5Y | +169.2% | +187.6% | -18.3% | +113.5% |
| All | +220.3% | +483.3% | -263.0% | +149.1% |
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