+1,475.7%
SMH vs VRTX
+483.3%
+992.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.2% | -2.8% |
| 7D | +4.9% | -1.6% | +6.5% | +5.4% |
| 30D | -13.8% | +8.0% | -21.9% | -16.1% |
| 3M | -17.4% | +4.3% | -21.7% | -18.9% |
| 6M | -15.0% | +18.9% | -33.9% | -20.6% |
| YTD | +35.2% | +18.8% | +16.4% | +25.6% |
| 1Y | +41.6% | +24.0% | +17.6% | +29.4% |
| 3Y | +215.6% | +42.1% | +173.5% | +165.6% |
| 5Y | +233.2% | +187.6% | +45.6% | +111.3% |
| All | +1,475.7% | +483.3% | +992.3% | +834.6% |
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 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