+8,434.7%
SHOP vs VRTX
+329.5%
+8,105.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.3% |
| 7D | -5.1% | +0.8% | -5.9% | -5.4% |
| 30D | +0.6% | +12.6% | -12.1% | -4.1% |
| 3M | +25.0% | +23.6% | +1.4% | +14.9% |
| 6M | +11.9% | +14.3% | -2.4% | +5.5% |
| YTD | -9.9% | +20.5% | -30.3% | -17.3% |
| 1Y | 0.0% | +37.6% | -37.6% | -13.2% |
| 3Y | +117.5% | +55.5% | +61.9% | +72.0% |
| 5Y | -6.6% | +175.7% | -182.4% | -43.5% |
| 10Y | +3,320.3% | +474.2% | +2,846.1% | +1,536.9% |
| All | +8,434.7% | +329.5% | +8,105.2% | +4,425.8% |
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 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