-8.3%
SHOP vs VRTX
+33.8%
-42.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.2% | -4.4% | -6.9% |
| 7D | -4.1% | -3.4% | -0.7% | -3.3% |
| 30D | -11.5% | +6.6% | -18.1% | -12.6% |
| 3M | +21.1% | +19.4% | +1.6% | +17.4% |
| 6M | +3.0% | +15.8% | -12.8% | +0.1% |
| YTD | -16.7% | +16.7% | -33.4% | -20.3% |
| 1Y | -8.3% | +33.8% | -42.1% | -17.3% |
| All | -8.3% | +33.8% | -42.1% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling