-15.0%
SMH vs VRTX
+20.6%
-35.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.2% | -3.2% |
| 7D | +4.9% | -1.6% | +6.5% | +4.4% |
| 30D | -13.8% | +8.0% | -21.9% | -11.8% |
| 3M | -17.4% | +4.3% | -21.7% | -16.0% |
| 6M | -15.0% | +18.9% | -33.9% | -11.5% |
| All | -15.0% | +20.6% | -35.6% | -11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling