+73.6%
SLB vs VRTX
+190.2%
-116.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +2.6% | 0.0% | +2.5% | +2.6% |
| 30D | +4.4% | +11.8% | -7.4% | +2.7% |
| 3M | -2.7% | +3.2% | -5.9% | -3.3% |
| 6M | -7.5% | +21.0% | -28.6% | -10.4% |
| YTD | +34.8% | +19.7% | +15.1% | +30.7% |
| 1Y | +44.6% | +25.0% | +19.6% | +39.1% |
| 3Y | +3.2% | +45.2% | -42.0% | -5.6% |
| 5Y | +73.6% | +189.7% | -116.2% | +30.2% |
| All | +73.6% | +190.2% | -116.6% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling