+151.9%
SHOP vs VRTX
+46.0%
+105.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.0% |
| 7D | -2.7% | -0.4% | -2.3% | -2.5% |
| 30D | -11.0% | +8.0% | -19.0% | -12.4% |
| 3M | +0.3% | +11.0% | -10.7% | -1.7% |
| 6M | +37.7% | +28.2% | +9.6% | +31.3% |
| YTD | -5.5% | +21.5% | -27.0% | -9.6% |
| 1Y | -0.2% | +34.5% | -34.8% | -6.5% |
| 3Y | +151.9% | +49.5% | +102.4% | +135.8% |
| All | +151.9% | +46.0% | +105.9% | +135.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling