+239.3%
SLV vs VRTX
+1,434.6%
-1,195.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.2% |
| 7D | +5.1% | -2.1% | +7.2% | +5.2% |
| 30D | -12.9% | +8.2% | -21.1% | -13.3% |
| 3M | -16.1% | +13.0% | -29.1% | -16.7% |
| 6M | -33.2% | +27.9% | -61.1% | -34.1% |
| YTD | -27.2% | +20.7% | -47.9% | -28.0% |
| 1Y | +7.6% | +31.4% | -23.8% | +6.0% |
| 3Y | +122.3% | +41.8% | +80.5% | +117.0% |
| 5Y | +109.7% | +183.7% | -74.0% | +97.2% |
| 10Y | +168.4% | +592.9% | -424.4% | +141.7% |
| All | +239.3% | +1,434.6% | -1,195.3% | +167.6% |
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