-4.8%
SLB vs VRTX
+452.7%
-457.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | -0.1% |
| 7D | +0.4% | -3.4% | +3.9% | +1.1% |
| 30D | +13.6% | +6.6% | +7.0% | +12.0% |
| 3M | +1.5% | +19.4% | -17.9% | -2.4% |
| 6M | +23.0% | +15.8% | +7.2% | +18.8% |
| YTD | +51.2% | +16.7% | +34.6% | +45.5% |
| 1Y | +63.5% | +33.8% | +29.7% | +52.6% |
| 3Y | +2.5% | +54.2% | -51.7% | -9.8% |
| 5Y | +139.2% | +176.4% | -37.2% | +80.0% |
| 10Y | -4.8% | +443.5% | -448.3% | -29.7% |
| All | -4.8% | +452.7% | -457.5% | -29.7% |
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 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