+14,181.7%
SHW vs VRTX
+11,891.0%
+2,290.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.5% |
| 7D | +3.5% | -2.1% | +5.6% | +3.7% |
| 30D | +9.2% | +8.2% | +1.0% | +8.4% |
| 3M | -5.1% | +13.0% | -18.1% | -6.2% |
| 6M | +6.8% | +27.9% | -21.1% | +4.3% |
| YTD | +7.0% | +20.7% | -13.7% | +4.9% |
| 1Y | +4.1% | +31.4% | -27.3% | +1.2% |
| 3Y | +41.1% | +41.8% | -0.8% | +35.3% |
| 5Y | +12.9% | +183.7% | -170.8% | +1.3% |
| 10Y | +366.3% | +592.9% | -226.5% | +285.4% |
| All | +14,181.7% | +11,891.0% | +2,290.7% | +9,166.7% |
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