+130.8%
SLB vs VRTX
+178.3%
-47.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | +0.8% | +0.8% | 0.0% | +0.7% |
| 30D | +15.8% | +12.6% | +3.2% | +13.8% |
| 3M | -0.3% | +23.6% | -24.0% | -3.6% |
| 6M | +21.3% | +14.3% | +7.1% | +18.7% |
| YTD | +52.3% | +20.5% | +31.8% | +47.5% |
| 1Y | +63.6% | +37.6% | +26.0% | +55.0% |
| 3Y | +3.8% | +55.5% | -51.8% | -6.6% |
| All | +130.8% | +178.3% | -47.6% | +90.4% |
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 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