-9.3%
SHOP vs VRTX
+175.7%
-185.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.2% | -4.4% | -6.6% |
| 7D | -4.1% | -3.4% | -0.7% | -3.1% |
| 30D | -11.5% | +6.6% | -18.1% | -13.2% |
| 3M | +21.1% | +19.4% | +1.6% | +14.8% |
| 6M | +3.0% | +15.8% | -12.8% | -1.7% |
| YTD | -16.7% | +16.7% | -33.4% | -21.2% |
| 1Y | -8.3% | +33.8% | -42.1% | -17.0% |
| 3Y | +112.8% | +54.2% | +58.6% | +73.4% |
| 5Y | -9.3% | +176.4% | -185.6% | -43.5% |
| All | -9.3% | +175.7% | -185.0% | -43.5% |
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