+324.2%
SMH vs VRTX
+173.5%
+150.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -2.1% |
| 7D | +1.4% | -7.8% | +9.2% | +3.3% |
| 30D | -2.2% | -2.8% | +0.6% | -1.7% |
| 3M | -1.9% | +18.1% | -20.0% | -6.6% |
| 6M | +41.0% | +3.1% | +37.9% | +39.0% |
| YTD | +55.6% | +13.5% | +42.1% | +48.9% |
| 1Y | +86.8% | +32.4% | +54.4% | +70.7% |
| 3Y | +277.7% | +50.0% | +227.7% | +218.8% |
| 5Y | +324.2% | +172.9% | +151.3% | +179.3% |
| All | +324.2% | +173.5% | +150.7% | +179.3% |
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