+192.3%
SHEL vs VRTX
+175.1%
+17.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | +3.0% | -6.4% | +9.4% | +3.4% |
| 30D | +7.2% | -0.5% | +7.7% | +7.2% |
| 3M | +12.9% | +16.9% | -4.0% | +11.7% |
| 6M | +13.7% | +13.1% | +0.6% | +12.6% |
| YTD | +33.7% | +14.9% | +18.7% | +32.2% |
| 1Y | +37.9% | +31.4% | +6.4% | +34.7% |
| 3Y | +70.2% | +51.9% | +18.3% | +62.3% |
| 5Y | +192.3% | +177.1% | +15.3% | +166.3% |
| All | +192.3% | +175.1% | +17.2% | +166.3% |
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 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