+2,245.7%
SHEL vs VRTX
+11,793.0%
-9,547.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -4.3% | +11.8% | -16.1% | -5.2% |
| 3M | +10.4% | +3.2% | +7.2% | +10.0% |
| 6M | +17.5% | +21.0% | -3.5% | +15.4% |
| YTD | +37.8% | +19.7% | +18.1% | +35.2% |
| 1Y | +33.8% | +25.0% | +8.8% | +30.7% |
| 3Y | +69.1% | +45.2% | +23.9% | +61.8% |
| 5Y | +165.7% | +189.7% | -24.0% | +138.4% |
| 10Y | +212.9% | +489.8% | -276.9% | +161.9% |
| All | +2,245.7% | +11,793.0% | -9,547.4% | +1,160.0% |
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 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