+658.1%
SLB vs VRTX
+11,869.8%
-11,211.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | +0.8% | +0.8% | 0.0% | +0.7% |
| 30D | +15.8% | +12.6% | +3.2% | +14.3% |
| 3M | -0.3% | +23.6% | -24.0% | -2.8% |
| 6M | +21.3% | +14.3% | +7.1% | +19.3% |
| YTD | +52.3% | +20.5% | +31.8% | +48.6% |
| 1Y | +63.6% | +37.6% | +26.0% | +57.2% |
| 3Y | +3.8% | +55.5% | -51.8% | -2.7% |
| 5Y | +128.6% | +175.7% | -47.1% | +100.1% |
| 10Y | -3.1% | +474.2% | -477.3% | -22.7% |
| All | +658.1% | +11,869.8% | -11,211.6% | +317.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling