+26.4%
SHW vs VRTX
+57.9%
-31.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.9% |
| 7D | -3.2% | +0.8% | -4.1% | -3.4% |
| 30D | -9.5% | +12.6% | -22.2% | -11.8% |
| 3M | +11.5% | +23.6% | -12.2% | +6.8% |
| 6M | -3.5% | +14.3% | -17.8% | -6.4% |
| YTD | +3.7% | +20.5% | -16.7% | -0.5% |
| 1Y | -7.9% | +37.6% | -45.5% | -13.9% |
| All | +26.4% | +57.9% | -31.6% | +7.8% |
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