+8,844.7%
SHOP vs VRTX
+333.2%
+8,511.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.8% |
| 7D | -2.7% | -0.4% | -2.3% | -2.3% |
| 30D | -11.0% | +8.0% | -19.0% | -13.6% |
| 3M | +0.3% | +11.0% | -10.7% | -3.8% |
| 6M | +37.7% | +28.2% | +9.6% | +24.7% |
| YTD | -5.5% | +21.5% | -27.0% | -13.6% |
| 1Y | -0.2% | +34.5% | -34.8% | -12.4% |
| 3Y | +151.9% | +49.5% | +102.4% | +102.6% |
| 5Y | -2.2% | +188.3% | -190.5% | -41.8% |
| 10Y | +3,647.2% | +493.1% | +3,154.1% | +1,678.2% |
| All | +8,844.7% | +333.2% | +8,511.5% | +4,630.7% |
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