-17.3%
SLB vs VRTX
+482.4%
-499.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.8% |
| 7D | -4.3% | +3.2% | -7.5% | -4.9% |
| 30D | +1.9% | +7.4% | -5.5% | +0.3% |
| 3M | -5.7% | +4.6% | -10.3% | -6.8% |
| 6M | -5.3% | +27.5% | -32.8% | -10.5% |
| YTD | +32.2% | +20.9% | +11.3% | +26.0% |
| 1Y | +38.5% | +30.1% | +8.4% | +29.9% |
| 3Y | +1.1% | +46.6% | -45.5% | -10.0% |
| 5Y | +70.3% | +191.6% | -121.3% | +25.9% |
| 10Y | -17.3% | +474.5% | -491.8% | -41.4% |
| All | -17.3% | +482.4% | -499.7% | -41.4% |
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