+13,750.5%
SHW vs VRTX
+11,869.8%
+1,880.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.6% |
| 7D | -3.2% | +0.8% | -4.1% | -3.3% |
| 30D | -9.5% | +12.6% | -22.2% | -10.6% |
| 3M | +11.5% | +23.6% | -12.2% | +9.2% |
| 6M | -3.5% | +14.3% | -17.8% | -4.8% |
| YTD | +3.7% | +20.5% | -16.7% | +1.7% |
| 1Y | -7.9% | +37.6% | -45.5% | -10.8% |
| 3Y | +24.7% | +55.5% | -30.8% | +18.6% |
| 5Y | +13.6% | +175.7% | -162.2% | +2.2% |
| 10Y | +283.0% | +474.2% | -191.2% | +221.0% |
| All | +13,750.5% | +11,869.8% | +1,880.8% | +8,889.0% |
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