-17.1%
SLB vs VRTX
+580.6%
-597.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.4% |
| 7D | -7.1% | -2.1% | -5.0% | -6.7% |
| 30D | +4.1% | +8.2% | -4.1% | +2.3% |
| 3M | -2.6% | +13.0% | -15.7% | -5.2% |
| 6M | -8.6% | +27.9% | -36.5% | -13.5% |
| YTD | +32.2% | +20.7% | +11.5% | +26.2% |
| 1Y | +40.7% | +31.4% | +9.2% | +31.7% |
| 3Y | -4.5% | +41.8% | -46.3% | -14.2% |
| 5Y | +66.4% | +183.7% | -117.3% | +24.6% |
| All | -17.1% | +580.6% | -597.8% | -39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling