+1,061.7%
SMH vs VRTX
+1,194.9%
-133.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.2% | -2.8% |
| 7D | +4.9% | -1.6% | +6.5% | +5.3% |
| 30D | -13.8% | +8.0% | -21.9% | -15.4% |
| 3M | -17.4% | +4.3% | -21.7% | -18.5% |
| 6M | -15.0% | +18.9% | -33.9% | -18.9% |
| YTD | +35.2% | +18.8% | +16.4% | +28.6% |
| 1Y | +41.6% | +24.0% | +17.6% | +33.3% |
| 3Y | +215.6% | +42.1% | +173.5% | +182.9% |
| 5Y | +233.2% | +187.6% | +45.6% | +152.9% |
| 10Y | +1,458.7% | +485.4% | +973.2% | +894.7% |
| All | +1,061.7% | +1,194.9% | -133.2% | +265.0% |
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