-53.7%
SMR vs VRTX
+135.0%
-188.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | -8.3% | -1.6% | -6.7% | -7.9% |
| 30D | -20.1% | +8.0% | -28.1% | -21.4% |
| 3M | -52.7% | +4.3% | -57.0% | -53.1% |
| 6M | -61.0% | +18.9% | -79.9% | -62.7% |
| YTD | -67.1% | +18.8% | -85.9% | -68.5% |
| 1Y | -79.9% | +24.0% | -103.8% | -80.9% |
| 3Y | +101.7% | +42.1% | +59.6% | +78.3% |
| All | -53.7% | +135.0% | -188.7% | -60.6% |
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