+2,276.9%
SHEL vs VRTX
+11,704.9%
-9,428.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.4% |
| 7D | +0.8% | -1.6% | +2.3% | +0.9% |
| 30D | -3.6% | +8.0% | -11.6% | -4.2% |
| 3M | +12.0% | +4.3% | +7.7% | +11.5% |
| 6M | +19.7% | +18.9% | +0.8% | +17.7% |
| YTD | +39.6% | +18.8% | +20.8% | +37.1% |
| 1Y | +36.4% | +24.0% | +12.5% | +33.4% |
| 3Y | +70.2% | +42.1% | +28.1% | +63.2% |
| 5Y | +169.2% | +187.6% | -18.3% | +141.7% |
| 10Y | +217.1% | +485.4% | -268.4% | +165.5% |
| All | +2,276.9% | +11,704.9% | -9,428.1% | +1,177.6% |
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