+1,253.2%
SMH vs VRTX
+1,213.0%
+40.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.1% |
| 7D | +2.5% | +0.8% | +1.7% | +2.3% |
| 30D | -0.5% | +12.6% | -13.1% | -3.3% |
| 3M | -9.6% | +23.6% | -33.3% | -14.3% |
| 6M | +42.1% | +14.3% | +27.8% | +36.9% |
| YTD | +57.4% | +20.5% | +37.0% | +49.7% |
| 1Y | +96.2% | +37.6% | +58.6% | +80.8% |
| 3Y | +267.9% | +55.5% | +212.4% | +224.0% |
| 5Y | +327.7% | +175.7% | +151.9% | +228.4% |
| 10Y | +1,764.6% | +474.2% | +1,290.4% | +1,092.5% |
| All | +1,253.2% | +1,213.0% | +40.2% | +325.1% |
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